+39.1%
KRE vs EXE
+165.2%
-126.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | -5.9% | -5.9% | 0.0% | -4.6% |
| 6M | +9.6% | -5.7% | +15.3% | +10.7% |
| YTD | +14.2% | -17.8% | +32.0% | +19.0% |
| 1Y | +22.5% | -23.1% | +45.6% | +30.0% |
| 3Y | +90.4% | +21.2% | +69.2% | +72.4% |
| 5Y | +11.9% | +78.8% | -67.0% | -12.3% |
| All | +39.1% | +165.2% | -126.1% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling