+90.9%
KRE vs ESI
+84.3%
+6.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.4% |
| 7D | -1.6% | +1.8% | -3.4% | -2.2% |
| 30D | +4.9% | -6.6% | +11.5% | +6.5% |
| 3M | -4.5% | -9.4% | +4.9% | -2.5% |
| 6M | +7.7% | -24.1% | +31.8% | +15.2% |
| YTD | +14.5% | +37.1% | -22.6% | -9.2% |
| 1Y | +21.5% | +24.5% | -3.0% | +1.1% |
| All | +90.9% | +84.3% | +6.6% | +12.5% |
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