+33.0%
KRE vs SO
+61.3%
-28.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | -2.5% | -3.2% | +0.7% | -1.7% |
| 3M | +6.2% | -1.7% | +7.9% | +6.6% |
| 6M | +15.8% | -7.2% | +23.0% | +17.8% |
| YTD | +16.0% | +4.6% | +11.4% | +14.2% |
| 1Y | +16.2% | +1.2% | +15.0% | +15.3% |
| 3Y | +86.4% | +45.3% | +41.1% | +61.0% |
| 5Y | +33.0% | +58.7% | -25.8% | +9.8% |
| All | +33.0% | +61.3% | -28.4% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling