+121.9%
KRE vs EME
+1,362.1%
-1,240.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -2.0% |
| 7D | -1.8% | +3.5% | -5.3% | -3.6% |
| 30D | -4.5% | -6.3% | +1.8% | -1.8% |
| 3M | +2.7% | -3.8% | +6.5% | +2.3% |
| 6M | +16.9% | +8.5% | +8.3% | +7.9% |
| YTD | +15.4% | +27.8% | -12.4% | -3.4% |
| 1Y | +16.1% | +22.2% | -6.1% | -3.3% |
| 3Y | +85.7% | +253.5% | -167.7% | -26.6% |
| 5Y | +33.3% | +578.6% | -545.4% | -66.9% |
| All | +121.9% | +1,362.1% | -1,240.2% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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