+19.3%
KRE vs SMR
-14.3%
+33.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.7% | +15.8% | +1.2% |
| 7D | -1.8% | -11.2% | +9.4% | -1.2% |
| 30D | -4.5% | -10.2% | +5.7% | -4.1% |
| 3M | +2.7% | -10.0% | +12.8% | +2.6% |
| 6M | +16.9% | -30.5% | +47.3% | +17.9% |
| YTD | +15.4% | -39.2% | +54.6% | +16.8% |
| 1Y | +16.1% | -75.5% | +91.6% | +23.6% |
| 3Y | +85.7% | +45.4% | +40.3% | +46.2% |
| All | +19.3% | -14.3% | +33.7% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling