+123.0%
KRE vs ES
+85.1%
+37.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +2.3% | +1.4% | +0.9% | +1.8% |
| 30D | -2.5% | -1.2% | -1.3% | -2.1% |
| 3M | +6.2% | +5.0% | +1.2% | +4.3% |
| 6M | +15.8% | -2.8% | +18.6% | +16.6% |
| YTD | +16.0% | +8.6% | +7.4% | +11.9% |
| 1Y | +16.2% | +18.9% | -2.8% | +7.4% |
| 3Y | +86.4% | +32.1% | +54.3% | +62.3% |
| 5Y | +33.0% | -5.1% | +38.0% | +30.1% |
| 10Y | +123.0% | +84.2% | +38.8% | +129.2% |
| All | +123.0% | +85.1% | +37.9% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling