+149.6%
KRE vs EBAY
+814.1%
-664.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | -1.1% | -3.0% | +1.9% | +0.1% |
| 30D | -3.4% | -3.6% | +0.2% | -2.2% |
| 3M | +3.7% | -4.4% | +8.2% | +4.8% |
| 6M | +14.8% | +12.1% | +2.7% | +7.8% |
| YTD | +14.7% | +19.9% | -5.3% | +4.0% |
| 1Y | +16.0% | +13.4% | +2.6% | +6.4% |
| 3Y | +84.3% | +150.5% | -66.2% | +14.9% |
| 5Y | +30.9% | +54.8% | -24.0% | -2.1% |
| 10Y | +122.0% | +268.1% | -146.1% | +0.8% |
| All | +149.6% | +814.1% | -664.5% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling