+102.7%
KRE vs EOSE
-58.6%
+161.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.0% |
| 7D | -1.1% | +15.0% | -16.0% | -1.8% |
| 30D | -3.4% | +2.5% | -5.9% | -3.7% |
| 3M | +3.7% | -33.7% | +37.4% | +5.1% |
| 6M | +14.8% | -32.7% | +47.5% | +15.1% |
| YTD | +14.7% | -63.8% | +78.4% | +17.4% |
| 1Y | +16.0% | -40.5% | +56.6% | +14.8% |
| 3Y | +84.3% | +50.4% | +33.9% | +62.0% |
| 5Y | +30.9% | -68.6% | +99.4% | +12.9% |
| All | +102.7% | -58.6% | +161.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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