+16.1%
KRE vs EFA
+18.9%
-2.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | -1.8% | -1.5% | -0.3% | -1.0% |
| 30D | -4.5% | -1.7% | -2.8% | -3.6% |
| 3M | +2.7% | +3.5% | -0.8% | +0.7% |
| 6M | +16.9% | +9.5% | +7.4% | +10.5% |
| YTD | +15.4% | +12.9% | +2.5% | +4.7% |
| 1Y | +16.1% | +18.2% | -2.1% | +0.6% |
| All | +16.1% | +18.9% | -2.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling