+121.9%
KRE vs ESI
+312.8%
-190.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -1.8% | -4.6% | +2.8% | +0.4% |
| 30D | -4.5% | -10.5% | +6.0% | +0.4% |
| 3M | +2.7% | -19.8% | +22.5% | +12.1% |
| 6M | +16.9% | +5.8% | +11.0% | +7.7% |
| YTD | +15.4% | +38.3% | -22.9% | -9.1% |
| 1Y | +16.1% | +31.5% | -15.4% | -6.7% |
| 3Y | +85.7% | +80.7% | +5.0% | +22.4% |
| 5Y | +33.3% | +69.4% | -36.2% | -11.0% |
| All | +121.9% | +312.8% | -190.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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