+206.5%
KRE vs EMB
+131.9%
+74.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | -2.5% | -0.5% | -2.0% | -2.1% |
| 3M | +6.2% | +0.3% | +5.9% | +6.0% |
| 6M | +15.8% | +1.2% | +14.6% | +14.8% |
| YTD | +16.0% | +1.5% | +14.5% | +14.8% |
| 1Y | +16.2% | +4.8% | +11.4% | +12.0% |
| 3Y | +86.4% | +30.4% | +56.1% | +53.1% |
| 5Y | +33.0% | +7.3% | +25.7% | +25.2% |
| 10Y | +123.0% | +29.7% | +93.3% | +88.9% |
| All | +206.5% | +131.9% | +74.7% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling