+147.8%
KRE vs ECL
+884.4%
-736.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | +5.0% | +6.6% | -1.6% | +0.1% |
| 3M | -5.7% | +9.6% | -15.4% | -12.2% |
| 6M | +7.5% | +21.6% | -14.1% | -7.8% |
| YTD | +13.8% | +16.9% | -3.0% | -0.1% |
| 1Y | +20.7% | +17.9% | +2.8% | +5.1% |
| 3Y | +90.1% | +76.5% | +13.6% | +18.2% |
| 5Y | +11.5% | +36.6% | -25.1% | -18.2% |
| 10Y | +88.2% | +193.2% | -104.9% | -28.6% |
| All | +147.8% | +884.4% | -736.6% | -68.1% |
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