+33.1%
KRE vs EFV
+94.1%
-61.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -1.4% | -2.0% | +0.6% | +0.7% |
| 30D | -3.9% | -0.2% | -3.7% | -3.7% |
| 3M | +3.6% | +9.1% | -5.5% | -5.7% |
| 6M | +15.4% | +11.7% | +3.7% | +2.1% |
| YTD | +15.2% | +17.0% | -1.8% | -3.5% |
| 1Y | +16.5% | +26.7% | -10.3% | -10.7% |
| 3Y | +85.2% | +90.2% | -5.0% | -11.3% |
| 5Y | +33.1% | +96.1% | -63.0% | -36.4% |
| All | +33.1% | +94.1% | -61.0% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling