+26.9%
KRE vs EWZ
+7.8%
+19.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | +2.8% | -4.1% | +6.9% | +3.3% |
| 30D | +5.3% | -25.0% | +30.3% | +8.6% |
| 3M | -4.2% | -10.6% | +6.4% | -5.0% |
| 6M | +8.7% | -16.6% | +25.3% | +9.9% |
| YTD | +16.4% | +2.5% | +13.9% | +12.0% |
| 1Y | +26.9% | +8.1% | +18.8% | +19.4% |
| All | +26.9% | +7.8% | +19.1% | +19.4% |
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