+30.9%
KRE vs ESI
+74.4%
-43.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -1.1% | +3.9% | -5.0% | -2.7% |
| 30D | -3.4% | -3.8% | +0.4% | -2.0% |
| 3M | +3.7% | -13.1% | +16.8% | +8.0% |
| 6M | +14.8% | +11.3% | +3.4% | +3.0% |
| YTD | +14.7% | +44.1% | -29.4% | -12.1% |
| 1Y | +16.0% | +40.3% | -24.3% | -10.4% |
| 3Y | +84.3% | +84.1% | +0.2% | +17.2% |
| 5Y | +30.9% | +75.8% | -44.9% | -17.7% |
| All | +30.9% | +74.4% | -43.6% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling