+83.8%
KRE vs EL
+62.2%
+21.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +0.7% | +1.5% | -0.8% | +0.3% |
| 30D | +6.1% | +10.0% | -3.9% | +2.8% |
| 3M | -5.9% | +28.4% | -34.3% | -14.1% |
| 6M | +9.6% | +37.1% | -27.5% | -2.8% |
| YTD | +14.2% | +7.8% | +6.4% | +7.3% |
| 1Y | +22.5% | +26.0% | -3.5% | +8.6% |
| 3Y | +90.4% | +3.8% | +86.5% | +68.1% |
| 5Y | +11.9% | -65.2% | +77.1% | +57.3% |
| All | +83.8% | +62.2% | +21.6% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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