+62.3%
KRE vs SE
+553.8%
-491.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.3% |
| 7D | -1.8% | -5.2% | +3.4% | -1.2% |
| 30D | -4.5% | -17.1% | +12.6% | -2.5% |
| 3M | +2.7% | +24.0% | -21.2% | -0.2% |
| 6M | +16.9% | +21.0% | -4.1% | +13.5% |
| YTD | +15.4% | -16.7% | +32.1% | +16.5% |
| 1Y | +16.1% | -45.9% | +62.0% | +23.0% |
| 3Y | +85.7% | +177.8% | -92.1% | +59.5% |
| 5Y | +33.3% | -67.4% | +100.6% | +35.5% |
| All | +62.3% | +553.8% | -491.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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