+169.3%
KRE vs ESI
+224.6%
-55.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.5% |
| 7D | +1.3% | +3.3% | -2.0% | +0.1% |
| 30D | -2.7% | -5.9% | +3.2% | -0.7% |
| 3M | +8.2% | -14.1% | +22.3% | +12.5% |
| 6M | +12.8% | +6.6% | +6.2% | +6.5% |
| YTD | +17.5% | +45.0% | -27.5% | -2.4% |
| 1Y | +16.6% | +41.5% | -24.9% | -2.6% |
| 3Y | +79.5% | +78.8% | +0.7% | +35.5% |
| 5Y | +32.4% | +70.9% | -38.5% | +0.7% |
| 10Y | +124.1% | +317.1% | -192.9% | +26.1% |
| All | +169.3% | +224.6% | -55.3% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling