+121.6%
KRE vs EL
+25.3%
+96.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | -1.4% | -4.4% | +2.9% | 0.0% |
| 30D | -3.9% | +10.3% | -14.2% | -7.6% |
| 3M | +3.6% | +13.4% | -9.7% | -1.5% |
| 6M | +15.4% | +3.1% | +12.3% | +11.8% |
| YTD | +15.2% | -6.9% | +22.1% | +13.9% |
| 1Y | +16.5% | +11.9% | +4.5% | +6.9% |
| 3Y | +85.2% | -33.8% | +119.0% | +94.3% |
| 5Y | +33.1% | -69.0% | +102.1% | +92.4% |
| All | +121.6% | +25.3% | +96.4% | +100.8% |
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