+155.8%
KRE vs ENB
+737.1%
-581.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -2.7% | -2.2% | -0.4% | -1.5% |
| 3M | +8.2% | -10.5% | +18.7% | +14.9% |
| 6M | +12.8% | -5.1% | +17.9% | +15.5% |
| YTD | +17.5% | +9.0% | +8.5% | +10.5% |
| 1Y | +16.6% | +8.2% | +8.4% | +9.9% |
| 3Y | +79.5% | +67.8% | +11.7% | +29.1% |
| 5Y | +32.4% | +69.4% | -37.0% | -5.7% |
| 10Y | +124.1% | +117.5% | +6.6% | +31.7% |
| All | +155.8% | +737.1% | -581.3% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling