+121.6%
KRE vs ECL
+155.8%
-34.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.4% | -2.6% | +1.2% | +0.3% |
| 30D | -3.9% | -4.6% | +0.7% | -1.1% |
| 3M | +3.6% | +6.0% | -2.3% | -0.6% |
| 6M | +15.4% | -3.0% | +18.3% | +16.7% |
| YTD | +15.2% | +4.0% | +11.2% | +11.1% |
| 1Y | +16.5% | +2.0% | +14.4% | +13.3% |
| 3Y | +85.2% | +53.9% | +31.2% | +33.0% |
| 5Y | +33.1% | +27.1% | +6.0% | +7.1% |
| All | +121.6% | +155.8% | -34.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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