+85.5%
KRE vs EAT
+585.9%
-500.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.4% | -6.2% | +4.8% | -0.2% |
| 30D | -3.9% | -3.0% | -0.9% | -3.6% |
| 3M | +3.6% | +45.6% | -42.0% | -4.6% |
| 6M | +15.4% | +53.5% | -38.2% | +4.2% |
| YTD | +15.2% | +49.6% | -34.4% | +4.3% |
| 1Y | +16.5% | +38.9% | -22.5% | +6.8% |
| All | +85.5% | +585.9% | -500.4% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling