+152.5%
KRE vs EFX
+499.0%
-346.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | +0.4% |
| 7D | +2.3% | -7.8% | +10.2% | +6.9% |
| 30D | -2.5% | -5.7% | +3.2% | +0.2% |
| 3M | +6.2% | +2.5% | +3.7% | +2.6% |
| 6M | +15.8% | -16.7% | +32.5% | +24.7% |
| YTD | +16.0% | -20.2% | +36.2% | +26.0% |
| 1Y | +16.2% | -31.4% | +47.6% | +37.1% |
| 3Y | +86.4% | -10.5% | +96.9% | +76.9% |
| 5Y | +33.0% | -35.2% | +68.2% | +47.2% |
| 10Y | +123.0% | +40.2% | +82.8% | +27.3% |
| All | +152.5% | +499.0% | -346.5% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling