+152.5%
KRE vs ETR
+589.3%
-436.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.9% |
| 7D | +2.3% | +1.4% | +0.9% | +1.6% |
| 30D | -2.5% | +1.9% | -4.4% | -3.5% |
| 3M | +6.2% | +1.0% | +5.2% | +5.4% |
| 6M | +15.8% | +4.8% | +11.0% | +12.2% |
| YTD | +16.0% | +19.5% | -3.5% | +4.8% |
| 1Y | +16.2% | +28.1% | -11.9% | +1.0% |
| 3Y | +86.4% | +151.1% | -64.7% | +11.1% |
| 5Y | +33.0% | +125.2% | -92.2% | -17.9% |
| 10Y | +123.0% | +291.1% | -168.2% | -0.1% |
| All | +152.5% | +589.3% | -436.8% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling