+31.7%
KRE vs EQH
+102.2%
-70.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.8% |
| 7D | -1.8% | +0.7% | -2.5% | -2.3% |
| 30D | -4.5% | +2.8% | -7.3% | -6.4% |
| 3M | +2.7% | +23.1% | -20.3% | -11.4% |
| 6M | +16.9% | +41.4% | -24.5% | -9.5% |
| YTD | +15.4% | +14.3% | +1.1% | +3.0% |
| 1Y | +16.1% | +1.6% | +14.5% | +12.1% |
| 3Y | +85.7% | +102.7% | -17.0% | +4.5% |
| All | +31.7% | +102.2% | -70.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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