+11.8%
KRE vs EL
-64.9%
+76.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +4.9% | +12.3% | -7.4% | +2.0% |
| 3M | -4.5% | +28.4% | -32.9% | -10.5% |
| 6M | +7.7% | +36.7% | -29.1% | -1.2% |
| YTD | +14.5% | +8.4% | +6.1% | +9.6% |
| 1Y | +21.5% | +25.4% | -3.9% | +11.7% |
| 3Y | +91.2% | +3.4% | +87.8% | +75.2% |
| 5Y | +11.8% | -64.8% | +76.5% | +47.7% |
| All | +11.8% | -64.9% | +76.7% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling