+18.1%
KRE vs SMR
-53.6%
+71.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +0.7% | -8.3% | +9.0% | +1.3% |
| 30D | +6.1% | -20.1% | +26.2% | +7.4% |
| 3M | -5.9% | -52.7% | +46.8% | -1.9% |
| 6M | +9.6% | -61.0% | +70.6% | +15.0% |
| YTD | +14.2% | -67.1% | +81.3% | +19.9% |
| 1Y | +22.5% | -79.9% | +102.4% | +32.6% |
| 3Y | +90.4% | +101.7% | -11.4% | +38.6% |
| All | +18.1% | -53.6% | +71.8% | -1.2% |
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