+89.8%
KRE vs EXEL
+234.5%
-144.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.3% | +1.6% | -1.4% | +0.1% |
| 30D | +5.0% | +17.4% | -12.3% | +3.1% |
| 3M | -5.7% | +38.6% | -44.4% | -9.3% |
| 6M | +7.5% | +41.2% | -33.7% | +3.0% |
| YTD | +13.8% | +59.3% | -45.5% | +6.9% |
| 1Y | +20.7% | +60.2% | -39.6% | +13.1% |
| All | +89.8% | +234.5% | -144.7% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling