+31.7%
KRE vs SMTC
+122.8%
-91.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.7% |
| 7D | -1.8% | +13.1% | -14.9% | -3.8% |
| 30D | -4.5% | +19.5% | -24.0% | -7.7% |
| 3M | +2.7% | +2.2% | +0.5% | +0.5% |
| 6M | +16.9% | +94.9% | -78.0% | +0.3% |
| YTD | +15.4% | +127.0% | -111.6% | -4.2% |
| 1Y | +16.1% | +174.6% | -158.5% | -8.0% |
| 3Y | +85.7% | +615.9% | -530.2% | +4.2% |
| All | +31.7% | +122.8% | -91.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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