+147.8%
KRE vs EXPE
+1,217.5%
-1,069.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.3% | -4.2% | +4.5% | +1.6% |
| 30D | +5.0% | -4.5% | +9.5% | +5.8% |
| 3M | -5.7% | -19.7% | +14.0% | 0.0% |
| 6M | +7.5% | +18.3% | -10.8% | -0.5% |
| YTD | +13.8% | -7.3% | +21.2% | +11.7% |
| 1Y | +20.7% | -3.9% | +24.6% | +16.7% |
| 3Y | +90.1% | +123.0% | -32.9% | +31.3% |
| 5Y | +11.5% | +47.9% | -36.4% | -16.0% |
| 10Y | +88.2% | +126.5% | -38.3% | +10.8% |
| All | +147.8% | +1,217.5% | -1,069.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling