+20.7%
KRE vs ED
+24.2%
-3.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.3% | -1.7% | +2.0% | +0.3% |
| 30D | +5.0% | +10.7% | -5.7% | +5.4% |
| 3M | -5.7% | +11.6% | -17.4% | -5.3% |
| 6M | +7.5% | +13.5% | -6.0% | +8.4% |
| YTD | +13.8% | +23.1% | -9.3% | +19.7% |
| 1Y | +20.7% | +23.1% | -2.4% | +26.7% |
| All | +20.7% | +24.2% | -3.5% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling