+149.8%
KRE vs ED
+534.7%
-384.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.9% |
| 7D | +0.3% | +2.1% | -1.8% | -0.8% |
| 30D | +5.9% | +12.4% | -6.5% | -0.4% |
| 3M | -3.3% | +13.1% | -16.5% | -9.5% |
| 6M | +5.8% | +14.1% | -8.2% | -1.6% |
| YTD | +14.7% | +23.1% | -8.3% | +1.8% |
| 1Y | +22.0% | +25.4% | -3.4% | +6.8% |
| 3Y | +91.6% | +47.9% | +43.8% | +48.4% |
| 5Y | +13.0% | +81.9% | -68.9% | -24.7% |
| 10Y | +94.0% | +141.3% | -47.3% | -3.3% |
| All | +149.8% | +534.7% | -384.9% | -61.6% |
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