+22.5%
KRE vs EXC
+3.6%
+18.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.2% |
| 7D | +0.7% | +1.4% | -0.6% | +0.7% |
| 30D | +6.1% | +8.6% | -2.4% | +5.9% |
| 3M | -5.9% | +2.4% | -8.3% | -6.2% |
| 6M | +9.6% | +6.5% | +3.1% | +9.7% |
| YTD | +14.2% | +9.0% | +5.1% | +15.6% |
| 1Y | +22.5% | +4.6% | +17.9% | +21.7% |
| All | +22.5% | +3.6% | +18.9% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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