+149.6%
KRE vs SRE
+640.9%
-491.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | -1.1% | +1.5% | -2.5% | -2.0% |
| 30D | -3.4% | +0.8% | -4.2% | -4.2% |
| 3M | +3.7% | -5.8% | +9.5% | +6.9% |
| 6M | +14.8% | -7.8% | +22.6% | +19.4% |
| YTD | +14.7% | -2.4% | +17.0% | +14.6% |
| 1Y | +16.0% | +8.9% | +7.1% | +7.9% |
| 3Y | +84.3% | +31.1% | +53.2% | +47.4% |
| 5Y | +30.9% | +48.6% | -17.7% | -4.9% |
| 10Y | +122.0% | +126.1% | -4.2% | +13.6% |
| All | +149.6% | +640.9% | -491.3% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling