+121.9%
KRE vs SIRI
-10.2%
+132.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -4.5% | +2.5% | -7.0% | -5.3% |
| 3M | +2.7% | +6.6% | -3.9% | +0.4% |
| 6M | +16.9% | +32.9% | -16.0% | +5.9% |
| YTD | +15.4% | +50.5% | -35.1% | 0.0% |
| 1Y | +16.1% | +28.0% | -11.9% | +5.6% |
| 3Y | +85.7% | -22.4% | +108.1% | +86.2% |
| 5Y | +33.3% | -41.3% | +74.5% | +35.3% |
| All | +121.9% | -10.2% | +132.1% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling