+21.6%
KRE vs SMR
-3.5%
+25.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.3% | +4.4% | -3.1% | +1.0% |
| 30D | -2.7% | +3.4% | -6.1% | -3.1% |
| 3M | +8.2% | -19.2% | +27.4% | +9.1% |
| 6M | +12.8% | -22.6% | +35.5% | +13.2% |
| YTD | +17.5% | -31.5% | +49.0% | +18.2% |
| 1Y | +16.6% | -73.1% | +89.7% | +23.6% |
| 3Y | +79.5% | +55.0% | +24.5% | +41.8% |
| All | +21.6% | -3.5% | +25.0% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling