+83.8%
KRE vs STLA
-4.1%
+87.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +0.7% | -13.8% | +14.5% | +6.1% |
| 30D | +6.1% | -10.5% | +16.7% | +9.7% |
| 3M | -5.9% | -28.9% | +23.0% | +4.8% |
| 6M | +9.6% | -49.7% | +59.3% | +37.7% |
| YTD | +14.2% | -64.9% | +79.1% | +60.3% |
| 1Y | +22.5% | -64.0% | +86.5% | +69.5% |
| 3Y | +90.4% | -77.4% | +167.8% | +201.3% |
| 5Y | +11.9% | -74.4% | +86.3% | +61.8% |
| All | +83.8% | -4.1% | +87.9% | +56.4% |
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