+149.3%
KRE vs SO
+616.9%
-467.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.6% | +0.8% | -2.4% | -2.0% |
| 30D | +4.9% | +7.8% | -2.9% | +0.5% |
| 3M | -4.5% | +2.9% | -7.4% | -6.2% |
| 6M | +7.7% | +2.5% | +5.2% | +5.7% |
| YTD | +14.5% | +10.3% | +4.3% | +7.3% |
| 1Y | +21.5% | +6.4% | +15.2% | +16.0% |
| 3Y | +91.2% | +52.8% | +38.4% | +43.3% |
| 5Y | +11.8% | +78.7% | -66.9% | -26.1% |
| 10Y | +89.3% | +196.3% | -106.9% | -13.8% |
| All | +149.3% | +616.9% | -467.6% | -51.4% |
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