+155.8%
KRE vs ECL
+800.7%
-645.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.3% | -2.6% | +3.9% | +3.3% |
| 30D | -2.7% | -2.2% | -0.5% | -1.3% |
| 3M | +8.2% | +10.1% | -1.9% | +0.1% |
| 6M | +12.8% | -5.7% | +18.6% | +16.7% |
| YTD | +17.5% | +7.0% | +10.5% | +10.3% |
| 1Y | +16.6% | +2.7% | +13.9% | +12.4% |
| 3Y | +79.5% | +57.7% | +21.7% | +21.4% |
| 5Y | +32.4% | +31.1% | +1.3% | -0.5% |
| 10Y | +124.1% | +150.9% | -26.7% | -3.8% |
| All | +155.8% | +800.7% | -645.0% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling