+84.6%
KRE vs ESI
+81.4%
+3.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -1.1% | +3.9% | -5.0% | -2.4% |
| 30D | -3.4% | -3.8% | +0.4% | -2.2% |
| 3M | +3.7% | -13.1% | +16.8% | +7.1% |
| 6M | +14.8% | +11.3% | +3.4% | +4.1% |
| YTD | +14.7% | +44.1% | -29.4% | -10.1% |
| 1Y | +16.0% | +40.3% | -24.3% | -8.5% |
| All | +84.6% | +81.4% | +3.2% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling