+89.3%
KRE vs EXPD
+337.7%
-248.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -1.7% |
| 7D | -1.6% | -1.6% | 0.0% | -0.8% |
| 30D | +4.9% | +0.6% | +4.3% | +4.3% |
| 3M | -4.5% | +9.8% | -14.3% | -9.5% |
| 6M | +7.7% | +25.8% | -18.1% | -5.5% |
| YTD | +14.5% | +31.3% | -16.7% | -3.5% |
| 1Y | +21.5% | +40.9% | -19.4% | -1.8% |
| 3Y | +91.2% | +74.7% | +16.5% | +33.0% |
| 5Y | +11.8% | +62.9% | -51.1% | -20.7% |
| 10Y | +89.3% | +334.3% | -245.0% | -29.4% |
| All | +89.3% | +337.7% | -248.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling