+148.6%
KRE vs ENTG
+1,461.7%
-1,313.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +1.5% |
| 7D | +0.7% | +15.2% | -14.4% | -3.9% |
| 30D | +6.1% | -3.6% | +9.8% | +5.5% |
| 3M | -5.9% | -10.0% | +4.0% | -5.4% |
| 6M | +9.6% | +1.8% | +7.8% | +1.8% |
| YTD | +14.2% | +75.5% | -61.3% | -13.1% |
| 1Y | +22.5% | +82.4% | -59.9% | -8.4% |
| 3Y | +90.4% | +58.5% | +31.9% | +39.4% |
| 5Y | +11.9% | +0.4% | +11.5% | -11.3% |
| 10Y | +88.8% | +759.6% | -670.8% | -32.0% |
| All | +148.6% | +1,461.7% | -1,313.1% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling