+33.1%
KRE vs EOG
+172.6%
-139.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -1.4% | +1.0% | -2.4% | -1.7% |
| 30D | -3.9% | +2.8% | -6.7% | -4.7% |
| 3M | +3.6% | +5.9% | -2.3% | +1.5% |
| 6M | +15.4% | +17.1% | -1.7% | +8.7% |
| YTD | +15.2% | +43.9% | -28.7% | +1.1% |
| 1Y | +16.5% | +26.9% | -10.4% | +6.4% |
| 3Y | +85.2% | +23.6% | +61.6% | +68.3% |
| 5Y | +33.1% | +178.1% | -145.0% | -13.2% |
| All | +33.1% | +172.6% | -139.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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