+121.9%
KRE vs ENPH
+1,908.3%
-1,786.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -1.8% | -0.1% | -1.8% | -1.9% |
| 30D | -4.5% | -10.8% | +6.3% | -3.6% |
| 3M | +2.7% | -33.8% | +36.6% | +6.2% |
| 6M | +16.9% | -16.1% | +33.0% | +16.7% |
| YTD | +15.4% | +13.4% | +1.9% | +11.0% |
| 1Y | +16.1% | -2.6% | +18.7% | +12.9% |
| 3Y | +85.7% | -70.3% | +156.0% | +94.2% |
| 5Y | +33.3% | -77.0% | +110.3% | +38.5% |
| All | +121.9% | +1,908.3% | -1,786.4% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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