+22.5%
KRE vs SM
+84.2%
-61.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.7% | +9.4% | -8.6% | +1.3% |
| 30D | +6.1% | -14.4% | +20.5% | +5.2% |
| 3M | -5.9% | +1.6% | -7.5% | -5.5% |
| 6M | +9.6% | +6.3% | +3.2% | +11.0% |
| YTD | +14.2% | +78.8% | -64.6% | +10.9% |
| 1Y | +22.5% | +83.1% | -60.6% | +18.0% |
| All | +22.5% | +84.2% | -61.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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