+149.6%
KRE vs EFA
+210.8%
-61.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | 0.0% |
| 7D | -1.1% | -0.5% | -0.6% | -0.6% |
| 30D | -3.4% | -1.3% | -2.1% | -2.1% |
| 3M | +3.7% | +5.2% | -1.5% | -2.0% |
| 6M | +14.8% | +9.4% | +5.4% | +3.8% |
| YTD | +14.7% | +12.7% | +1.9% | +0.2% |
| 1Y | +16.0% | +19.3% | -3.3% | -4.4% |
| 3Y | +84.3% | +66.3% | +17.9% | +7.8% |
| 5Y | +30.9% | +53.4% | -22.5% | -16.6% |
| 10Y | +122.0% | +144.4% | -22.5% | -7.7% |
| All | +149.6% | +210.8% | -61.2% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling