+103.1%
KRE vs EXPD
+334.2%
-231.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.3% |
| 7D | -0.4% | -5.5% | +5.1% | +2.5% |
| 30D | +6.4% | -1.9% | +8.3% | +7.3% |
| 3M | -3.1% | +6.1% | -9.2% | -6.5% |
| 6M | +6.4% | +21.6% | -15.2% | -5.0% |
| YTD | +15.3% | +27.9% | -12.6% | -1.5% |
| 1Y | +23.3% | +39.4% | -16.1% | +0.1% |
| 3Y | +93.6% | +72.7% | +21.0% | +35.2% |
| 5Y | +13.2% | +60.3% | -47.1% | -19.2% |
| 10Y | +103.1% | +332.6% | -229.5% | -28.6% |
| All | +103.1% | +334.2% | -231.0% | -28.6% |
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