+152.5%
KRE vs EOG
+612.6%
-460.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +2.3% | -2.0% | +4.3% | +3.1% |
| 30D | -2.5% | +7.9% | -10.4% | -5.6% |
| 3M | +6.2% | +4.5% | +1.7% | +3.5% |
| 6M | +15.8% | +12.3% | +3.5% | +8.7% |
| YTD | +16.0% | +41.9% | -25.9% | -1.4% |
| 1Y | +16.2% | +27.8% | -11.7% | +2.8% |
| 3Y | +86.4% | +21.8% | +64.6% | +65.6% |
| 5Y | +33.0% | +174.0% | -141.0% | -19.8% |
| 10Y | +123.0% | +110.4% | +12.6% | +30.9% |
| All | +152.5% | +612.6% | -460.1% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling