+90.9%
KRE vs ECL
+79.0%
+11.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.6% | -2.3% | +0.7% | -0.7% |
| 30D | +4.9% | +8.3% | -3.4% | +1.7% |
| 3M | -4.5% | +8.4% | -12.9% | -7.6% |
| 6M | +7.7% | +23.3% | -15.6% | -1.3% |
| YTD | +14.5% | +18.2% | -3.7% | +6.5% |
| 1Y | +21.5% | +18.8% | +2.8% | +12.7% |
| All | +90.9% | +79.0% | +11.9% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling