+61.7%
KRE vs SITM
+4,507.3%
-4,445.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -1.0% |
| 7D | +2.3% | +8.4% | -6.0% | +1.2% |
| 30D | -2.5% | -17.4% | +14.9% | -0.2% |
| 3M | +6.2% | -9.8% | +16.1% | +5.9% |
| 6M | +15.8% | +83.0% | -67.1% | +2.1% |
| YTD | +16.0% | +69.6% | -53.6% | +2.6% |
| 1Y | +16.2% | +144.9% | -128.7% | -4.2% |
| 3Y | +86.4% | +429.9% | -343.4% | +27.5% |
| 5Y | +33.0% | +169.2% | -136.2% | -7.8% |
| All | +61.7% | +4,507.3% | -4,445.6% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling