+121.9%
KRE vs ETN
+730.7%
-608.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.8% | -2.2% |
| 7D | -1.8% | +3.5% | -5.4% | -3.9% |
| 30D | -4.5% | -7.5% | +3.0% | -0.5% |
| 3M | +2.7% | +8.3% | -5.6% | -4.5% |
| 6M | +16.9% | +20.2% | -3.3% | -0.1% |
| YTD | +15.4% | +34.7% | -19.3% | -9.2% |
| 1Y | +16.1% | +19.4% | -3.4% | -2.3% |
| 3Y | +85.7% | +85.5% | +0.2% | +5.9% |
| 5Y | +33.3% | +186.6% | -153.3% | -47.2% |
| All | +121.9% | +730.7% | -608.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling