+86.4%
KRE vs STLA
-65.4%
+151.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.6% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | -2.5% | -2.4% | -0.1% | -2.2% |
| 3M | +6.2% | -23.9% | +30.1% | +12.5% |
| 6M | +15.8% | -24.6% | +40.4% | +22.3% |
| YTD | +16.0% | -50.5% | +66.5% | +34.7% |
| 1Y | +16.2% | -39.8% | +56.0% | +25.8% |
| 3Y | +86.4% | -65.6% | +152.0% | +120.3% |
| All | +86.4% | -65.4% | +151.8% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling