+155.8%
KRE vs EXEL
+505.2%
-349.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.3% | +8.4% | -7.1% | -0.3% |
| 30D | -2.7% | +4.1% | -6.8% | -3.6% |
| 3M | +8.2% | +12.4% | -4.2% | +5.4% |
| 6M | +12.8% | +41.5% | -28.7% | +4.5% |
| YTD | +17.5% | +34.6% | -17.1% | +9.6% |
| 1Y | +16.6% | +57.9% | -41.3% | +4.8% |
| 3Y | +79.5% | +159.5% | -80.0% | +42.2% |
| 5Y | +32.4% | +198.5% | -166.1% | +0.2% |
| 10Y | +124.1% | +411.4% | -287.2% | +36.0% |
| All | +155.8% | +505.2% | -349.5% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling