+121.6%
KRE vs ED
+109.0%
+12.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -1.4% | -1.9% | +0.4% | -0.9% |
| 30D | -3.9% | +0.1% | -4.0% | -4.0% |
| 3M | +3.6% | 0.0% | +3.6% | +3.5% |
| 6M | +15.4% | -2.5% | +17.9% | +16.0% |
| YTD | +15.2% | +10.1% | +5.1% | +11.2% |
| 1Y | +16.5% | +13.6% | +2.9% | +11.0% |
| 3Y | +85.2% | +32.4% | +52.7% | +64.2% |
| 5Y | +33.1% | +69.9% | -36.8% | +6.4% |
| All | +121.6% | +109.0% | +12.6% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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