+152.5%
KRE vs EWJ
+163.8%
-11.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.0% |
| 7D | +2.3% | +2.9% | -0.6% | -0.3% |
| 30D | -2.5% | +1.1% | -3.6% | -3.5% |
| 3M | +6.2% | +7.1% | -0.9% | -1.2% |
| 6M | +15.8% | +16.2% | -0.4% | -0.8% |
| YTD | +16.0% | +22.0% | -6.0% | -5.6% |
| 1Y | +16.2% | +26.2% | -10.0% | -8.6% |
| 3Y | +86.4% | +73.5% | +13.0% | +7.2% |
| 5Y | +33.0% | +52.7% | -19.7% | -13.9% |
| 10Y | +123.0% | +138.5% | -15.5% | -2.0% |
| All | +152.5% | +163.8% | -11.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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