+83.8%
KRE vs EMB
+36.5%
+47.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.6% |
| 7D | +0.7% | -0.9% | +1.7% | +1.9% |
| 30D | +6.1% | +0.4% | +5.8% | +5.7% |
| 3M | -5.9% | -3.1% | -2.8% | -2.2% |
| 6M | +9.6% | -2.1% | +11.7% | +12.4% |
| YTD | +14.2% | -1.1% | +15.3% | +15.8% |
| 1Y | +22.5% | -0.1% | +22.6% | +22.7% |
| 3Y | +90.4% | +29.6% | +60.8% | +40.8% |
| 5Y | +11.9% | +7.2% | +4.7% | +5.2% |
| All | +83.8% | +36.5% | +47.4% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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