+121.9%
KRE vs ENTG
+797.5%
-675.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -4.5% | -12.9% | +8.4% | -1.1% |
| 3M | +2.7% | -3.1% | +5.8% | +0.1% |
| 6M | +16.9% | +21.0% | -4.2% | +4.3% |
| YTD | +15.4% | +67.0% | -51.6% | -8.3% |
| 1Y | +16.1% | +68.6% | -52.6% | -9.4% |
| 3Y | +85.7% | +48.6% | +37.1% | +41.7% |
| 5Y | +33.3% | +18.6% | +14.6% | +2.1% |
| All | +121.9% | +797.5% | -675.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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