+83.8%
KRE vs ED
+147.1%
-63.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +0.7% | +2.1% | -1.3% | +0.1% |
| 30D | +6.1% | +10.4% | -4.3% | +2.8% |
| 3M | -5.9% | +12.5% | -18.5% | -9.4% |
| 6M | +9.6% | +14.9% | -5.3% | +4.6% |
| YTD | +14.2% | +24.8% | -10.6% | +5.8% |
| 1Y | +22.5% | +23.8% | -1.3% | +13.6% |
| 3Y | +90.4% | +51.6% | +38.7% | +60.7% |
| 5Y | +11.9% | +86.4% | -74.6% | -13.9% |
| All | +83.8% | +147.1% | -63.3% | +54.2% |
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