+121.9%
KRE vs EIX
+19.9%
+102.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -1.8% | -1.4% | -0.5% | -1.4% |
| 30D | -4.5% | -19.3% | +14.8% | +1.2% |
| 3M | +2.7% | -21.7% | +24.4% | +9.8% |
| 6M | +16.9% | -19.8% | +36.7% | +23.4% |
| YTD | +15.4% | -3.0% | +18.4% | +12.2% |
| 1Y | +16.1% | +5.1% | +11.0% | +8.9% |
| 3Y | +85.7% | -7.0% | +92.7% | +78.8% |
| 5Y | +33.3% | +22.0% | +11.2% | +12.3% |
| All | +121.9% | +19.9% | +102.1% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling