+11.8%
KRE vs ESI
+44.9%
-33.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.8% |
| 7D | -1.6% | +1.8% | -3.4% | -2.5% |
| 30D | +4.9% | -6.6% | +11.5% | +7.0% |
| 3M | -4.5% | -9.4% | +4.9% | -2.0% |
| 6M | +7.7% | -24.1% | +31.8% | +17.2% |
| YTD | +14.5% | +37.1% | -22.6% | -11.9% |
| 1Y | +21.5% | +24.5% | -3.0% | -1.6% |
| 3Y | +91.2% | +83.2% | +8.1% | +17.9% |
| 5Y | +11.8% | +44.0% | -32.2% | -20.4% |
| All | +11.8% | +44.9% | -33.1% | -20.4% |
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 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