+33.1%
KRE vs EFX
-37.1%
+70.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.4% | -11.1% | +9.7% | +2.7% |
| 30D | -3.9% | -7.4% | +3.5% | -1.6% |
| 3M | +3.6% | +1.5% | +2.1% | +1.8% |
| 6M | +15.4% | -13.7% | +29.1% | +19.9% |
| YTD | +15.2% | -21.9% | +37.1% | +23.5% |
| 1Y | +16.5% | -30.8% | +47.2% | +30.6% |
| 3Y | +85.2% | -12.4% | +97.5% | +80.7% |
| 5Y | +33.1% | -35.9% | +69.0% | +41.3% |
| All | +33.1% | -37.1% | +70.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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