+150.8%
KRE vs EQT
+293.4%
-142.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | -3.9% | +1.1% | -5.0% | -4.3% |
| 3M | +3.6% | +4.8% | -1.2% | +1.8% |
| 6M | +15.4% | -10.6% | +26.0% | +18.3% |
| YTD | +15.2% | +3.4% | +11.8% | +12.7% |
| 1Y | +16.5% | +8.7% | +7.8% | +11.7% |
| 3Y | +85.2% | +35.0% | +50.2% | +61.5% |
| 5Y | +33.1% | +204.2% | -171.2% | -15.4% |
| 10Y | +123.1% | +52.5% | +70.6% | +52.5% |
| All | +150.8% | +293.4% | -142.6% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling