+11.8%
KRE vs EXPE
+42.3%
-30.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.8% |
| 7D | -1.6% | -17.8% | +16.2% | +3.4% |
| 30D | +4.9% | -3.2% | +8.1% | +5.1% |
| 3M | -4.5% | -19.0% | +14.5% | +0.1% |
| 6M | +7.7% | +17.7% | -10.1% | +0.9% |
| YTD | +14.5% | -7.8% | +22.3% | +13.2% |
| 1Y | +21.5% | -1.4% | +22.9% | +17.4% |
| 3Y | +91.2% | +121.9% | -30.7% | +36.4% |
| 5Y | +11.8% | +44.3% | -32.5% | -12.5% |
| All | +11.8% | +42.3% | -30.6% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling