+33.1%
KRE vs ENPH
-77.4%
+110.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -1.4% | +1.5% | -2.9% | -1.6% |
| 30D | -3.9% | -12.9% | +9.0% | -2.7% |
| 3M | +3.6% | -27.1% | +30.7% | +6.4% |
| 6M | +15.4% | -15.4% | +30.8% | +15.0% |
| YTD | +15.2% | +15.0% | +0.2% | +9.7% |
| 1Y | +16.5% | -0.7% | +17.2% | +12.2% |
| 3Y | +85.2% | -69.3% | +154.5% | +94.9% |
| 5Y | +33.1% | -76.7% | +109.8% | +45.5% |
| All | +33.1% | -77.4% | +110.5% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling