+90.4%
KRE vs SBAC
-6.5%
+96.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.7% |
| 30D | +6.1% | +5.5% | +0.7% | +5.5% |
| 3M | -5.9% | +3.1% | -9.0% | -6.3% |
| 6M | +9.6% | -7.0% | +16.6% | +10.3% |
| YTD | +14.2% | +0.5% | +13.7% | +13.8% |
| 1Y | +22.5% | +0.2% | +22.3% | +22.1% |
| 3Y | +90.4% | -7.4% | +97.7% | +88.5% |
| All | +90.4% | -6.5% | +96.9% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling