+83.8%
KRE vs EIX
+35.3%
+48.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.7% | +1.4% | -0.6% | +0.3% |
| 30D | +6.1% | +8.5% | -2.4% | +3.0% |
| 3M | -5.9% | -13.5% | +7.5% | -2.8% |
| 6M | +9.6% | -12.4% | +21.9% | +12.1% |
| YTD | +14.2% | +5.9% | +8.3% | +7.3% |
| 1Y | +22.5% | +7.6% | +14.9% | +14.2% |
| 3Y | +90.4% | +12.8% | +77.6% | +69.3% |
| 5Y | +11.9% | +19.2% | -7.4% | -4.5% |
| All | +83.8% | +35.3% | +48.5% | +54.0% |
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