+91.6%
KRE vs ED
+47.3%
+44.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | +0.3% | +2.1% | -1.8% | +0.1% |
| 30D | +5.9% | +12.4% | -6.5% | +4.9% |
| 3M | -3.3% | +13.1% | -16.5% | -4.3% |
| 6M | +5.8% | +14.1% | -8.2% | +4.7% |
| YTD | +14.7% | +23.1% | -8.3% | +12.5% |
| 1Y | +22.0% | +25.4% | -3.4% | +19.3% |
| 3Y | +91.6% | +47.9% | +43.8% | +57.5% |
| All | +91.6% | +47.3% | +44.3% | +57.5% |
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 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