+122.0%
KRE vs SO
+155.9%
-33.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.8% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -3.4% | -2.5% | -0.9% | -2.4% |
| 3M | +3.7% | -4.2% | +7.9% | +5.4% |
| 6M | +14.8% | -7.7% | +22.4% | +18.3% |
| YTD | +14.7% | +3.8% | +10.9% | +12.1% |
| 1Y | +16.0% | +0.1% | +16.0% | +15.0% |
| 3Y | +84.3% | +44.2% | +40.0% | +50.8% |
| 5Y | +30.9% | +57.9% | -27.0% | +0.4% |
| 10Y | +122.0% | +162.0% | -40.0% | +62.2% |
| All | +122.0% | +155.9% | -33.9% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling