+83.8%
KRE vs EMR
+279.2%
-195.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.7% | +2.8% | -2.1% | -1.3% |
| 30D | +6.1% | +3.7% | +2.5% | +3.2% |
| 3M | -5.9% | +2.0% | -7.9% | -7.8% |
| 6M | +9.6% | +22.1% | -12.5% | -6.6% |
| YTD | +14.2% | +27.2% | -13.0% | -7.6% |
| 1Y | +22.5% | +32.0% | -9.5% | -3.8% |
| 3Y | +90.4% | +103.3% | -12.9% | +3.9% |
| 5Y | +11.9% | +88.2% | -76.4% | -36.3% |
| All | +83.8% | +279.2% | -195.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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