+26.9%
KRE vs EQT
-3.4%
+30.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.7% |
| 7D | +2.8% | -6.6% | +9.4% | +2.8% |
| 30D | +5.3% | +2.7% | +2.6% | +5.3% |
| 3M | -4.2% | -0.2% | -4.1% | -4.3% |
| 6M | +8.7% | -10.6% | +19.3% | +8.4% |
| YTD | +16.4% | -1.2% | +17.5% | +14.7% |
| 1Y | +26.9% | -4.9% | +31.7% | +24.7% |
| All | +26.9% | -3.4% | +30.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling