+86.4%
KRE vs ED
+35.1%
+51.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | -2.5% | +1.1% | -3.6% | -2.6% |
| 3M | +6.2% | +4.6% | +1.6% | +5.7% |
| 6M | +15.8% | -2.0% | +17.8% | +15.9% |
| YTD | +16.0% | +11.7% | +4.3% | +14.1% |
| 1Y | +16.2% | +15.7% | +0.4% | +13.5% |
| 3Y | +86.4% | +34.4% | +52.1% | +59.1% |
| All | +86.4% | +35.1% | +51.3% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling