+155.8%
KRE vs EXPD
+357.9%
-202.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +1.3% | -1.1% | +2.4% | +2.0% |
| 30D | -2.7% | +4.1% | -6.8% | -5.0% |
| 3M | +8.2% | +17.9% | -9.7% | -2.1% |
| 6M | +12.8% | +29.2% | -16.4% | -4.0% |
| YTD | +17.5% | +27.4% | -9.9% | -0.2% |
| 1Y | +16.6% | +56.8% | -40.2% | -13.3% |
| 3Y | +79.5% | +68.0% | +11.4% | +25.8% |
| 5Y | +32.4% | +61.9% | -29.4% | -8.1% |
| 10Y | +124.1% | +316.0% | -191.9% | -14.5% |
| All | +155.8% | +357.9% | -202.1% | -26.7% |
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