+261.6%
KRE vs IEFA
+211.8%
+49.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | 0.0% |
| 7D | -1.1% | -0.5% | -0.6% | -0.6% |
| 30D | -3.4% | -1.1% | -2.3% | -2.3% |
| 3M | +3.7% | +5.1% | -1.4% | -2.1% |
| 6M | +14.8% | +9.3% | +5.5% | +3.2% |
| YTD | +14.7% | +13.0% | +1.7% | -0.8% |
| 1Y | +16.0% | +19.2% | -3.2% | -5.4% |
| 3Y | +84.3% | +67.0% | +17.3% | +3.1% |
| 5Y | +30.9% | +51.1% | -20.2% | -17.8% |
| 10Y | +122.0% | +146.5% | -24.5% | -13.9% |
| All | +261.6% | +211.8% | +49.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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