+11.4%
KRE vs EXE
+76.7%
-65.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +0.7% | +5.3% | -4.6% | -0.6% |
| 30D | +6.1% | -2.2% | +8.3% | +6.6% |
| 3M | -5.9% | -5.9% | 0.0% | -4.7% |
| 6M | +9.6% | -5.7% | +15.3% | +10.6% |
| YTD | +14.2% | -17.8% | +32.0% | +18.8% |
| 1Y | +22.5% | -23.1% | +45.6% | +29.7% |
| 3Y | +90.4% | +21.2% | +69.2% | +72.7% |
| All | +11.4% | +76.7% | -65.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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