+65.0%
KRE vs SN
+681.9%
-616.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.1% |
| 7D | -0.4% | +7.6% | -8.0% | -1.9% |
| 30D | +6.4% | +24.1% | -17.6% | +1.6% |
| 3M | -3.1% | +23.7% | -26.8% | -7.6% |
| 6M | +6.4% | +105.5% | -99.2% | -9.8% |
| YTD | +15.3% | +105.1% | -89.8% | -2.7% |
| 1Y | +23.3% | +148.3% | -125.0% | -0.3% |
| 3Y | +93.6% | +438.7% | -345.0% | +39.4% |
| All | +65.0% | +681.9% | -616.9% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling