+121.9%
KRE vs EW
+120.5%
+1.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.9% |
| 7D | -1.8% | -6.2% | +4.3% | 0.0% |
| 30D | -4.5% | -9.3% | +4.8% | -1.8% |
| 3M | +2.7% | -1.6% | +4.4% | +3.0% |
| 6M | +16.9% | -0.8% | +17.7% | +16.6% |
| YTD | +15.4% | -1.0% | +16.4% | +14.9% |
| 1Y | +16.1% | +8.2% | +7.9% | +12.5% |
| 3Y | +85.7% | +12.7% | +73.0% | +68.4% |
| 5Y | +33.3% | -30.2% | +63.5% | +39.5% |
| All | +121.9% | +120.5% | +1.5% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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