+30.9%
KRE vs STLA
-63.2%
+94.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | -1.1% | +0.4% | -1.4% | -1.2% |
| 30D | -3.4% | -5.2% | +1.8% | -2.2% |
| 3M | +3.7% | -24.9% | +28.6% | +12.2% |
| 6M | +14.8% | -25.2% | +39.9% | +23.5% |
| YTD | +14.7% | -51.4% | +66.1% | +39.7% |
| 1Y | +16.0% | -40.7% | +56.7% | +29.4% |
| 3Y | +84.3% | -66.3% | +150.5% | +142.3% |
| 5Y | +30.9% | -63.2% | +94.1% | +59.8% |
| All | +30.9% | -63.2% | +94.0% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling