+12.2%
KRE vs EIX
+17.1%
-4.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.6% | -2.5% | +0.9% | -0.9% |
| 30D | +4.9% | +7.7% | -2.8% | +2.7% |
| 3M | -4.5% | -12.9% | +8.4% | -2.0% |
| 6M | +7.7% | -12.7% | +20.3% | +9.8% |
| YTD | +14.5% | +5.5% | +9.1% | +8.2% |
| 1Y | +21.5% | +9.4% | +12.2% | +13.1% |
| 3Y | +91.2% | +9.7% | +81.5% | +71.9% |
| All | +12.2% | +17.1% | -4.9% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling