+155.8%
KRE vs EXPE
+1,404.2%
-1,248.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +1.3% | -9.5% | +10.8% | +4.7% |
| 30D | -2.7% | -6.6% | +4.0% | -0.7% |
| 3M | +8.2% | +31.4% | -23.2% | -2.2% |
| 6M | +12.8% | +35.2% | -22.4% | -0.2% |
| YTD | +17.5% | +5.8% | +11.7% | +11.6% |
| 1Y | +16.6% | +38.7% | -22.1% | 0.0% |
| 3Y | +79.5% | +175.8% | -96.3% | +15.9% |
| 5Y | +32.4% | +111.8% | -79.4% | -11.4% |
| 10Y | +124.1% | +179.7% | -55.6% | +24.1% |
| All | +155.8% | +1,404.2% | -1,248.4% | -42.0% |
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