+26.9%
KRE vs SN
+156.5%
-129.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.9% |
| 7D | +2.8% | +10.6% | -7.8% | +0.7% |
| 30D | +5.3% | +20.0% | -14.7% | +1.4% |
| 3M | -4.2% | +30.4% | -34.6% | -9.7% |
| 6M | +8.7% | +91.0% | -82.3% | -7.0% |
| YTD | +16.4% | +95.9% | -79.6% | -1.2% |
| 1Y | +26.9% | +158.9% | -132.0% | -0.6% |
| All | +26.9% | +156.5% | -129.6% | -0.6% |
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