+31.7%
KRE vs SNY
+9.4%
+22.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.8% | -3.3% | +1.5% | -1.1% |
| 30D | -4.5% | -2.2% | -2.3% | -4.1% |
| 3M | +2.7% | -3.0% | +5.8% | +3.3% |
| 6M | +16.9% | +2.7% | +14.1% | +16.0% |
| YTD | +15.4% | -6.8% | +22.2% | +16.7% |
| 1Y | +16.1% | -5.3% | +21.3% | +16.8% |
| 3Y | +85.7% | -9.8% | +95.5% | +85.8% |
| All | +31.7% | +9.4% | +22.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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