+26.9%
KRE vs SO
+3.3%
+23.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +2.8% | +1.7% | +1.1% | +2.6% |
| 30D | +5.3% | +11.1% | -5.8% | +4.2% |
| 3M | -4.2% | +0.7% | -4.9% | -4.4% |
| 6M | +8.7% | -1.4% | +10.1% | +8.2% |
| YTD | +16.4% | +9.4% | +7.0% | +16.5% |
| 1Y | +26.9% | +3.7% | +23.1% | +25.2% |
| All | +26.9% | +3.3% | +23.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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