+83.3%
KRE vs EW
+249.9%
-166.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.3% | +4.9% | -4.6% | -1.1% |
| 30D | +5.0% | +24.1% | -19.1% | -1.6% |
| 3M | -5.7% | +13.7% | -19.4% | -9.5% |
| 6M | +7.5% | +32.7% | -25.2% | -1.7% |
| YTD | +13.8% | +24.1% | -10.3% | +5.8% |
| 1Y | +20.7% | +23.6% | -3.0% | +12.2% |
| 3Y | +90.1% | +64.8% | +25.3% | +51.3% |
| 5Y | +11.5% | -8.8% | +20.3% | +7.8% |
| All | +83.3% | +249.9% | -166.6% | +16.0% |
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