+83.8%
KRE vs EXPE
+123.5%
-39.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +6.1% | -6.1% | +12.2% | +7.5% |
| 3M | -5.9% | -21.3% | +15.4% | +0.7% |
| 6M | +9.6% | +19.0% | -9.4% | +0.7% |
| YTD | +14.2% | -8.4% | +22.6% | +12.4% |
| 1Y | +22.5% | -2.8% | +25.3% | +17.7% |
| 3Y | +90.4% | +120.8% | -30.4% | +27.1% |
| 5Y | +11.9% | +46.2% | -34.3% | -17.5% |
| All | +83.8% | +123.5% | -39.7% | -11.7% |
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