+148.6%
KRE vs EXPE
+1,202.0%
-1,053.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 6M | +9.6% | +19.0% | -9.4% | +1.2% |
| YTD | +14.2% | -8.4% | +22.6% | +12.4% |
| 1Y | +22.5% | -2.8% | +25.3% | +18.0% |
| 3Y | +90.4% | +120.8% | -30.4% | +31.9% |
| 5Y | +11.9% | +46.2% | -34.3% | -15.4% |
| 10Y | +88.8% | +123.8% | -35.0% | +11.5% |
| All | +148.6% | +1,202.0% | -1,053.4% | -41.5% |
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 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