+30.9%
KRE vs SM
+119.2%
-88.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -1.1% | -0.2% | -0.8% | -1.1% |
| 30D | -3.4% | +20.3% | -23.7% | -7.0% |
| 3M | +3.7% | +22.9% | -19.2% | -1.3% |
| 6M | +14.8% | +47.8% | -33.1% | +3.3% |
| YTD | +14.7% | +107.5% | -92.8% | -5.4% |
| 1Y | +16.0% | +51.7% | -35.7% | +2.6% |
| 3Y | +84.3% | -0.9% | +85.1% | +73.2% |
| 5Y | +30.9% | +112.2% | -81.4% | -5.3% |
| All | +30.9% | +119.2% | -88.4% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling