+146.7%
KRE vs EXPD
+347.7%
-201.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.1% |
| 7D | +0.3% | -7.2% | +7.4% | +4.5% |
| 30D | +4.8% | -3.3% | +8.1% | +6.6% |
| 3M | -5.1% | +3.4% | -8.5% | -7.3% |
| 6M | +3.3% | +22.7% | -19.4% | -9.1% |
| YTD | +13.3% | +24.5% | -11.2% | -2.8% |
| 1Y | +22.9% | +38.6% | -15.8% | -1.3% |
| 3Y | +82.1% | +71.5% | +10.6% | +25.6% |
| 5Y | +11.0% | +56.2% | -45.2% | -21.2% |
| 10Y | +115.7% | +310.5% | -194.7% | -17.3% |
| All | +146.7% | +347.7% | -201.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling