+149.6%
KRE vs IEF
+94.9%
+54.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.5% |
| 30D | -3.4% | -0.6% | -2.8% | -4.3% |
| 3M | +3.7% | -1.0% | +4.7% | +2.0% |
| 6M | +14.8% | -3.1% | +17.8% | +8.8% |
| YTD | +14.7% | -1.9% | +16.5% | +11.0% |
| 1Y | +16.0% | -1.4% | +17.4% | +13.3% |
| 3Y | +84.3% | +9.8% | +74.5% | +112.1% |
| 5Y | +30.9% | -8.8% | +39.7% | +1.1% |
| 10Y | +122.0% | +4.7% | +117.3% | +144.1% |
| All | +149.6% | +94.9% | +54.7% | +667.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling