+16.6%
KRE vs SN
+46.4%
-29.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | +1.3% | -9.3% | +10.6% | +3.2% |
| 30D | -2.7% | -4.8% | +2.1% | -1.9% |
| 3M | +8.2% | +40.4% | -32.2% | 0.0% |
| 6M | +12.8% | +50.9% | -38.1% | +2.0% |
| YTD | +17.5% | +54.9% | -37.4% | +5.8% |
| 1Y | +16.6% | +43.0% | -26.4% | +8.2% |
| All | +16.6% | +46.4% | -29.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling