+22.5%
KRE vs SE
-47.8%
+70.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +6.1% | -20.9% | +27.1% | +6.6% |
| 3M | -5.9% | -38.9% | +33.0% | -4.9% |
| 6M | +9.6% | -19.4% | +29.0% | +10.1% |
| YTD | +14.2% | -40.9% | +55.1% | +13.0% |
| 1Y | +22.5% | -46.2% | +68.7% | +19.8% |
| All | +22.5% | -47.8% | +70.3% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling