+33.1%
KRE vs EWZ
+60.3%
-27.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | -3.9% | +13.5% | -17.4% | -8.4% |
| 3M | +3.6% | +15.2% | -11.6% | -2.0% |
| 6M | +15.4% | +3.7% | +11.7% | +13.3% |
| YTD | +15.2% | +22.5% | -7.3% | +5.9% |
| 1Y | +16.5% | +35.3% | -18.8% | +2.7% |
| 3Y | +85.2% | +50.2% | +35.0% | +55.4% |
| 5Y | +33.1% | +64.6% | -31.5% | +6.8% |
| All | +33.1% | +60.3% | -27.3% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling