+33.0%
KRE vs SBAC
-43.9%
+76.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -2.5% | +3.2% | -5.7% | -3.2% |
| 3M | +6.2% | -5.1% | +11.3% | +7.2% |
| 6M | +15.8% | -2.1% | +17.9% | +15.5% |
| YTD | +16.0% | -0.5% | +16.5% | +14.8% |
| 1Y | +16.2% | +1.1% | +15.0% | +14.3% |
| 3Y | +86.4% | -7.4% | +93.8% | +83.2% |
| 5Y | +33.0% | -44.3% | +77.3% | +40.3% |
| All | +33.0% | -43.9% | +76.9% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling