+152.5%
KRE vs EWZ
+149.1%
+3.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.2% |
| 7D | +2.3% | +5.6% | -3.3% | -0.2% |
| 30D | -2.5% | +9.3% | -11.7% | -6.5% |
| 3M | +6.2% | +15.7% | -9.5% | -0.9% |
| 6M | +15.8% | +7.4% | +8.4% | +11.4% |
| YTD | +16.0% | +22.7% | -6.7% | +4.8% |
| 1Y | +16.2% | +36.4% | -20.2% | -0.3% |
| 3Y | +86.4% | +50.4% | +36.0% | +51.2% |
| 5Y | +33.0% | +67.6% | -34.7% | -0.9% |
| 10Y | +123.0% | +84.1% | +38.9% | +41.9% |
| All | +152.5% | +149.1% | +3.4% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling