+155.8%
KRE vs SGI
+2,048.3%
-1,892.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.3% | +8.5% | -7.2% | -1.3% |
| 30D | -2.7% | +0.7% | -3.4% | -3.1% |
| 3M | +8.2% | +0.6% | +7.6% | +7.3% |
| 6M | +12.8% | -17.9% | +30.8% | +18.4% |
| YTD | +17.5% | -21.2% | +38.7% | +24.5% |
| 1Y | +16.6% | -18.9% | +35.4% | +21.9% |
| 3Y | +79.5% | +52.6% | +26.8% | +52.3% |
| 5Y | +32.4% | +60.7% | -28.3% | +6.9% |
| 10Y | +124.1% | +278.1% | -154.0% | +21.2% |
| All | +155.8% | +2,048.3% | -1,892.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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