+121.9%
KRE vs EBAY
+285.8%
-163.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.6% |
| 7D | -1.8% | +4.2% | -6.0% | -3.0% |
| 30D | -4.5% | +5.6% | -10.1% | -6.1% |
| 3M | +2.7% | -1.4% | +4.1% | +2.6% |
| 6M | +16.9% | +18.2% | -1.4% | +10.0% |
| YTD | +15.4% | +24.8% | -9.5% | +6.2% |
| 1Y | +16.1% | +18.0% | -1.9% | +7.8% |
| 3Y | +85.7% | +160.3% | -74.5% | +27.7% |
| 5Y | +33.3% | +62.1% | -28.9% | +3.3% |
| All | +121.9% | +285.8% | -163.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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