+85.5%
KRE vs SITM
+423.6%
-338.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -1.4% | +4.8% | -6.3% | -2.0% |
| 30D | -3.9% | -9.7% | +5.8% | -2.9% |
| 3M | +3.6% | -9.3% | +13.0% | +3.4% |
| 6M | +15.4% | +69.5% | -54.1% | +3.3% |
| YTD | +15.2% | +70.5% | -55.3% | +2.2% |
| 1Y | +16.5% | +145.3% | -128.8% | -3.9% |
| All | +85.5% | +423.6% | -338.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling