+121.9%
KRE vs ETR
+296.9%
-174.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.8% | -1.8% | 0.0% | -1.0% |
| 30D | -4.5% | -1.8% | -2.7% | -3.8% |
| 3M | +2.7% | -3.6% | +6.3% | +4.2% |
| 6M | +16.9% | +2.6% | +14.2% | +14.6% |
| YTD | +15.4% | +16.0% | -0.7% | +6.7% |
| 1Y | +16.1% | +20.1% | -4.1% | +5.4% |
| 3Y | +85.7% | +143.6% | -57.9% | +17.1% |
| 5Y | +33.3% | +124.4% | -91.1% | -14.2% |
| All | +121.9% | +296.9% | -174.9% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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