+121.6%
KRE vs STLA
+51.6%
+70.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.4% | -3.8% | +2.4% | 0.0% |
| 30D | -3.9% | -3.1% | -0.8% | -3.2% |
| 3M | +3.6% | -19.6% | +23.3% | +11.2% |
| 6M | +15.4% | -23.5% | +38.9% | +24.8% |
| YTD | +15.2% | -51.5% | +66.7% | +45.2% |
| 1Y | +16.5% | -39.7% | +56.1% | +32.0% |
| 3Y | +85.2% | -66.3% | +151.5% | +153.4% |
| 5Y | +33.1% | -63.1% | +96.2% | +69.3% |
| All | +121.6% | +51.6% | +70.0% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling