+121.6%
KRE vs ENB
+94.4%
+27.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +2.7% |
| 7D | -1.4% | -4.6% | +3.1% | +1.1% |
| 30D | -3.9% | -5.2% | +1.3% | -1.1% |
| 3M | +3.6% | -13.4% | +17.0% | +12.0% |
| 6M | +15.4% | -7.8% | +23.2% | +20.0% |
| YTD | +15.2% | +4.9% | +10.3% | +10.5% |
| 1Y | +16.5% | +3.2% | +13.2% | +12.6% |
| 3Y | +85.2% | +71.0% | +14.2% | +30.4% |
| 5Y | +33.1% | +64.0% | -30.9% | -4.4% |
| All | +121.6% | +94.4% | +27.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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