+86.4%
KRE vs EW
+14.1%
+72.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -0.9% |
| 7D | +2.3% | -4.4% | +6.8% | +2.8% |
| 30D | -2.5% | -3.3% | +0.9% | -2.2% |
| 3M | +6.2% | +1.0% | +5.2% | +6.0% |
| 6M | +15.8% | +6.2% | +9.6% | +15.0% |
| YTD | +16.0% | +1.7% | +14.3% | +15.6% |
| 1Y | +16.2% | +8.1% | +8.1% | +15.1% |
| 3Y | +86.4% | +17.1% | +69.3% | +71.6% |
| All | +86.4% | +14.1% | +72.3% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling