+20.7%
KRE vs STLA
-64.2%
+84.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | 0.0% |
| 7D | +0.3% | -13.1% | +13.4% | +1.6% |
| 30D | +5.0% | -13.3% | +18.3% | +6.4% |
| 3M | -5.7% | -27.9% | +22.1% | -2.9% |
| 6M | +7.5% | -47.8% | +55.4% | +14.5% |
| YTD | +13.8% | -64.6% | +78.4% | +27.2% |
| 1Y | +20.7% | -64.0% | +84.7% | +33.6% |
| All | +20.7% | -64.2% | +84.8% | +33.6% |
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