+26.9%
KRE vs SIRI
+59.9%
-33.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +0.4% |
| 7D | +2.8% | +22.3% | -19.5% | -0.6% |
| 30D | +5.3% | +26.9% | -21.6% | +1.3% |
| 3M | -4.2% | +9.6% | -13.8% | -6.0% |
| 6M | +8.7% | +27.2% | -18.5% | +4.5% |
| YTD | +16.4% | +72.4% | -56.0% | +4.7% |
| 1Y | +26.9% | +59.9% | -33.1% | +17.4% |
| All | +26.9% | +59.9% | -33.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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