+261.4%
KRE vs ENPH
+417.7%
-156.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.8% | -8.0% | -1.8% |
| 7D | +2.3% | +9.3% | -6.9% | +1.5% |
| 30D | -2.5% | -7.3% | +4.8% | -2.0% |
| 3M | +6.2% | -31.7% | +38.0% | +9.2% |
| 6M | +15.8% | -3.5% | +19.3% | +14.4% |
| YTD | +16.0% | +21.2% | -5.2% | +11.5% |
| 1Y | +16.2% | +0.1% | +16.1% | +13.1% |
| 3Y | +86.4% | -67.7% | +154.1% | +92.9% |
| 5Y | +33.0% | -76.2% | +109.2% | +37.2% |
| 10Y | +123.0% | +2,057.2% | -1,934.2% | +58.8% |
| All | +261.4% | +417.7% | -156.3% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling