+16.6%
KRE vs EWZ
+36.3%
-19.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.3% | +6.5% | -5.2% | -0.4% |
| 30D | -2.7% | +4.8% | -7.5% | -3.9% |
| 3M | +8.2% | +9.9% | -1.7% | +5.1% |
| 6M | +12.8% | +1.9% | +10.9% | +12.1% |
| YTD | +17.5% | +20.3% | -2.8% | +11.1% |
| 1Y | +16.6% | +35.6% | -19.0% | +4.3% |
| All | +16.6% | +36.3% | -19.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling