+86.4%
KRE vs SM
-2.8%
+89.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -2.5% | +31.5% | -34.0% | -7.3% |
| 3M | +6.2% | +17.3% | -11.1% | +2.6% |
| 6M | +15.8% | +48.5% | -32.7% | +4.4% |
| YTD | +16.0% | +106.3% | -90.3% | -4.8% |
| 1Y | +16.2% | +47.3% | -31.1% | +4.1% |
| 3Y | +86.4% | -1.4% | +87.8% | +72.1% |
| All | +86.4% | -2.8% | +89.2% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling