+60.2%
KRE vs SE
+358.6%
-298.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.3% | -1.5% | +1.8% | +0.4% |
| 30D | +5.0% | -22.3% | +27.3% | +7.9% |
| 3M | -5.7% | -41.8% | +36.1% | -0.1% |
| 6M | +7.5% | -22.4% | +29.9% | +9.8% |
| YTD | +13.8% | -41.6% | +55.4% | +19.4% |
| 1Y | +20.7% | -48.0% | +68.7% | +28.1% |
| 3Y | +90.1% | +63.9% | +26.3% | +73.4% |
| 5Y | +11.5% | -78.2% | +89.7% | +18.5% |
| All | +60.2% | +358.6% | -298.4% | +16.0% |
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