+121.9%
KRE vs IEF
+3.8%
+118.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | -0.1% |
| 7D | -1.8% | -1.3% | -0.5% | -3.3% |
| 30D | -4.5% | -1.7% | -2.8% | -6.4% |
| 3M | +2.7% | -2.5% | +5.3% | -0.3% |
| 6M | +16.9% | -3.3% | +20.1% | +12.2% |
| YTD | +15.4% | -2.8% | +18.2% | +11.4% |
| 1Y | +16.1% | -2.7% | +18.8% | +12.3% |
| 3Y | +85.7% | +8.9% | +76.8% | +105.9% |
| 5Y | +33.3% | -9.4% | +42.7% | -12.3% |
| All | +121.9% | +3.8% | +118.1% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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