+121.9%
KRE vs EXPE
+169.0%
-47.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -1.8% | -5.8% | +4.0% | +0.1% |
| 30D | -4.5% | -13.6% | +9.1% | 0.0% |
| 3M | +2.7% | +25.2% | -22.4% | -6.0% |
| 6M | +16.9% | +22.3% | -5.5% | +6.9% |
| YTD | +15.4% | -0.3% | +15.7% | +11.5% |
| 1Y | +16.1% | +27.8% | -11.7% | +1.4% |
| 3Y | +85.7% | +162.4% | -76.7% | +17.3% |
| 5Y | +33.3% | +95.8% | -62.6% | -12.1% |
| All | +121.9% | +169.0% | -47.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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