+30.9%
KRE vs SE
-66.7%
+97.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.7% |
| 7D | -1.1% | -3.6% | +2.6% | -0.6% |
| 30D | -3.4% | -5.3% | +1.9% | -3.0% |
| 3M | +3.7% | +28.1% | -24.4% | +0.2% |
| 6M | +14.8% | +20.7% | -5.9% | +11.3% |
| YTD | +14.7% | -14.8% | +29.4% | +15.6% |
| 1Y | +16.0% | -43.6% | +59.6% | +22.9% |
| 3Y | +84.3% | +184.2% | -100.0% | +56.4% |
| 5Y | +30.9% | -66.3% | +97.2% | +27.1% |
| All | +30.9% | -66.7% | +97.6% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling