+147.8%
KRE vs SO
+606.4%
-458.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +5.0% | +4.9% | +0.1% | +2.1% |
| 3M | -5.7% | +0.8% | -6.5% | -6.3% |
| 6M | +7.5% | +0.6% | +6.9% | +6.7% |
| YTD | +13.8% | +8.7% | +5.2% | +7.6% |
| 1Y | +20.7% | +4.0% | +16.7% | +16.7% |
| 3Y | +90.1% | +50.6% | +39.5% | +43.6% |
| 5Y | +11.5% | +77.5% | -66.0% | -26.0% |
| 10Y | +88.2% | +192.0% | -103.7% | -13.6% |
| All | +147.8% | +606.4% | -458.6% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling