+147.8%
KRE vs ED
+535.1%
-387.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +0.3% | -1.7% | +2.0% | +1.2% |
| 30D | +5.0% | +10.7% | -5.7% | -0.5% |
| 3M | -5.7% | +11.6% | -17.4% | -11.2% |
| 6M | +7.5% | +13.5% | -6.0% | +0.2% |
| YTD | +13.8% | +23.1% | -9.3% | +1.0% |
| 1Y | +20.7% | +23.1% | -2.4% | +6.8% |
| 3Y | +90.1% | +47.9% | +42.2% | +47.2% |
| 5Y | +11.5% | +83.9% | -72.4% | -26.2% |
| 10Y | +88.2% | +142.1% | -53.9% | -6.4% |
| All | +147.8% | +535.1% | -387.2% | -61.9% |
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