+13.0%
KRE vs STLA
-71.4%
+84.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.5% |
| 7D | +0.3% | -4.9% | +5.2% | +1.7% |
| 30D | +5.9% | -4.9% | +10.8% | +7.0% |
| 3M | -3.3% | -23.7% | +20.3% | +3.5% |
| 6M | +5.8% | -45.0% | +50.8% | +24.4% |
| YTD | +14.7% | -60.9% | +75.6% | +47.6% |
| 1Y | +22.0% | -58.9% | +80.9% | +53.6% |
| 3Y | +91.6% | -74.4% | +166.0% | +174.1% |
| 5Y | +13.0% | -71.5% | +84.5% | +49.2% |
| All | +13.0% | -71.4% | +84.4% | +49.2% |
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