+83.8%
KRE vs EAT
+320.8%
-237.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.7% | -4.0% | +4.7% | +1.8% |
| 30D | +6.1% | -2.9% | +9.0% | +6.5% |
| 3M | -5.9% | -16.9% | +11.0% | -2.1% |
| 6M | +9.6% | +57.0% | -47.4% | -4.9% |
| YTD | +14.2% | +38.2% | -24.0% | +1.1% |
| 1Y | +22.5% | +69.3% | -46.8% | +2.0% |
| 3Y | +90.4% | +483.0% | -392.6% | +5.6% |
| 5Y | +11.9% | +364.1% | -352.3% | -37.2% |
| All | +83.8% | +320.8% | -237.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling