+155.8%
KRE vs ED
+470.9%
-315.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.2% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -2.7% | -0.1% | -2.5% | -2.7% |
| 3M | +8.2% | +3.9% | +4.3% | +5.7% |
| 6M | +12.8% | -3.0% | +15.8% | +14.1% |
| YTD | +17.5% | +10.7% | +6.8% | +10.3% |
| 1Y | +16.6% | +13.3% | +3.2% | +7.6% |
| 3Y | +79.5% | +34.5% | +45.0% | +46.0% |
| 5Y | +32.4% | +67.1% | -34.7% | -8.1% |
| 10Y | +124.1% | +103.0% | +21.1% | +23.8% |
| All | +155.8% | +470.9% | -315.1% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling