+152.5%
KRE vs EFV
+201.1%
-48.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.6% |
| 7D | +2.3% | +1.0% | +1.3% | +1.3% |
| 30D | -2.5% | +0.2% | -2.7% | -2.7% |
| 3M | +6.2% | +9.6% | -3.4% | -3.5% |
| 6M | +15.8% | +14.0% | +1.8% | +0.8% |
| YTD | +16.0% | +18.5% | -2.5% | -3.1% |
| 1Y | +16.2% | +27.9% | -11.7% | -10.3% |
| 3Y | +86.4% | +92.4% | -6.0% | -5.0% |
| 5Y | +33.0% | +97.2% | -64.2% | -33.3% |
| 10Y | +123.0% | +163.0% | -40.0% | -11.8% |
| All | +152.5% | +201.1% | -48.6% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling