+85.7%
KRE vs ETN
+86.8%
-1.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.8% | -0.9% |
| 7D | -1.8% | +3.5% | -5.4% | -2.8% |
| 30D | -4.5% | -7.5% | +3.0% | -2.6% |
| 3M | +2.7% | +8.3% | -5.6% | -0.5% |
| 6M | +16.9% | +20.2% | -3.3% | +8.3% |
| YTD | +15.4% | +34.7% | -19.3% | +2.3% |
| 1Y | +16.1% | +19.4% | -3.4% | +6.9% |
| 3Y | +85.7% | +85.5% | +0.2% | +38.0% |
| All | +85.7% | +86.8% | -1.1% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling