+121.9%
KRE vs SRE
+122.3%
-0.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -1.8% | -0.8% | -1.0% | -1.4% |
| 30D | -4.5% | -3.0% | -1.5% | -3.3% |
| 3M | +2.7% | -8.3% | +11.0% | +6.7% |
| 6M | +16.9% | -8.9% | +25.8% | +21.4% |
| YTD | +15.4% | -4.3% | +19.6% | +16.5% |
| 1Y | +16.1% | +2.7% | +13.3% | +12.8% |
| 3Y | +85.7% | +28.7% | +57.1% | +56.3% |
| 5Y | +33.3% | +47.1% | -13.9% | +3.8% |
| All | +121.9% | +122.3% | -0.4% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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