+19.2%
KRE vs SMR
+1.6%
+17.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.0% | +0.9% |
| 7D | -1.4% | +4.7% | -6.1% | -1.8% |
| 30D | -3.9% | +3.2% | -7.1% | -4.3% |
| 3M | +3.6% | +9.9% | -6.3% | +2.3% |
| 6M | +15.4% | -15.1% | +30.5% | +15.0% |
| YTD | +15.2% | -27.9% | +43.2% | +15.4% |
| 1Y | +16.5% | -70.2% | +86.7% | +22.5% |
| 3Y | +85.2% | +72.5% | +12.7% | +44.3% |
| All | +19.2% | +1.6% | +17.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling