+16.6%
KRE vs STLA
-38.0%
+54.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.4% |
| 7D | +1.3% | +2.6% | -1.3% | +1.0% |
| 30D | -2.7% | -1.2% | -1.4% | -2.5% |
| 3M | +8.2% | -24.8% | +33.0% | +11.4% |
| 6M | +12.8% | -25.6% | +38.4% | +15.9% |
| YTD | +17.5% | -48.9% | +66.4% | +25.5% |
| 1Y | +16.6% | -38.8% | +55.4% | +21.9% |
| All | +16.6% | -38.0% | +54.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling