+66.0%
KRE vs SN
+496.6%
-430.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -2.5% | -5.6% | +3.1% | -1.4% |
| 3M | +6.2% | +48.1% | -41.8% | -3.0% |
| 6M | +15.8% | +57.6% | -41.8% | +3.8% |
| YTD | +16.0% | +56.5% | -40.5% | +3.9% |
| 1Y | +16.2% | +52.6% | -36.4% | +4.3% |
| 3Y | +86.4% | +412.0% | -325.6% | +42.0% |
| All | +66.0% | +496.6% | -430.6% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling