+76.1%
KRE vs SEI
+606.2%
-530.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +16.3% | -17.6% | -4.7% |
| 7D | +2.3% | +28.8% | -26.5% | -3.4% |
| 30D | -2.5% | +10.4% | -12.8% | -5.2% |
| 3M | +6.2% | -11.4% | +17.7% | +6.3% |
| 6M | +15.8% | +31.2% | -15.4% | +4.2% |
| YTD | +16.0% | +39.7% | -23.7% | +1.4% |
| 1Y | +16.2% | +149.0% | -132.8% | -14.2% |
| 3Y | +86.4% | +560.2% | -473.8% | -11.0% |
| 5Y | +33.0% | +955.7% | -922.7% | -50.4% |
| All | +76.1% | +606.2% | -530.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 all: compounded portfolio wealth divided by compounded SEI 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…
all analysis · Full analysis span regression · 6 months rolling