+131.3%
KRE vs ETSY
+129.6%
+1.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.9% |
| 7D | -1.1% | -12.9% | +11.8% | +0.5% |
| 30D | -3.4% | -11.5% | +8.1% | -2.1% |
| 3M | +3.7% | +3.5% | +0.2% | +2.9% |
| 6M | +14.8% | +27.6% | -12.9% | +10.6% |
| YTD | +14.7% | +28.4% | -13.8% | +10.1% |
| 1Y | +16.0% | +27.1% | -11.1% | +10.9% |
| 3Y | +84.3% | +6.0% | +78.2% | +76.9% |
| 5Y | +30.9% | -67.1% | +98.0% | +35.7% |
| 10Y | +122.0% | +421.9% | -300.0% | +69.4% |
| All | +131.3% | +129.6% | +1.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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