+89.3%
KRE vs STLA
+0.5%
+88.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.1% |
| 7D | -1.6% | -11.6% | +10.0% | +2.8% |
| 30D | +4.9% | -6.2% | +11.0% | +6.6% |
| 3M | -4.5% | -24.6% | +20.1% | +4.2% |
| 6M | +7.7% | -44.9% | +52.6% | +30.7% |
| YTD | +14.5% | -62.3% | +76.8% | +56.4% |
| 1Y | +21.5% | -61.8% | +83.3% | +64.5% |
| 3Y | +91.2% | -75.3% | +166.6% | +192.1% |
| 5Y | +11.8% | -72.5% | +84.3% | +57.3% |
| 10Y | +89.3% | +0.8% | +88.6% | +72.0% |
| All | +89.3% | +0.5% | +88.9% | +72.0% |
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