+33.0%
KRE vs SNAP
-92.9%
+125.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | +2.3% | +1.5% | +0.8% | +2.1% |
| 30D | -2.5% | +1.9% | -4.4% | -2.9% |
| 3M | +6.2% | -3.9% | +10.1% | +6.1% |
| 6M | +15.8% | +5.2% | +10.6% | +13.7% |
| YTD | +16.0% | -32.7% | +48.7% | +19.7% |
| 1Y | +16.2% | -24.8% | +41.0% | +17.9% |
| 3Y | +86.4% | -42.2% | +128.6% | +87.2% |
| 5Y | +33.0% | -92.7% | +125.6% | +43.7% |
| All | +33.0% | -92.9% | +125.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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