+44.7%
KRE vs EQH
+230.1%
-185.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.2% |
| 7D | -1.4% | -1.8% | +0.3% | -0.3% |
| 30D | -3.9% | +2.4% | -6.3% | -5.6% |
| 3M | +3.6% | +26.3% | -22.7% | -12.4% |
| 6M | +15.4% | +35.8% | -20.4% | -8.4% |
| YTD | +15.2% | +12.7% | +2.5% | +3.3% |
| 1Y | +16.5% | +2.5% | +14.0% | +10.8% |
| 3Y | +85.2% | +98.6% | -13.5% | +8.9% |
| 5Y | +33.1% | +101.7% | -68.6% | -23.8% |
| All | +44.7% | +230.1% | -185.3% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling