+360.8%
KRE vs STLA
+263.8%
+97.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.2% |
| 7D | +1.3% | +2.6% | -1.3% | +0.6% |
| 30D | -2.7% | -1.2% | -1.4% | -2.6% |
| 3M | +8.2% | -24.8% | +33.0% | +15.7% |
| 6M | +12.8% | -25.6% | +38.4% | +20.4% |
| YTD | +17.5% | -48.9% | +66.4% | +36.6% |
| 1Y | +16.6% | -38.8% | +55.4% | +27.7% |
| 3Y | +79.5% | -64.5% | +144.0% | +121.5% |
| 5Y | +32.4% | -62.4% | +94.9% | +58.1% |
| 10Y | +124.1% | +55.4% | +68.7% | +99.1% |
| All | +360.8% | +263.8% | +97.0% | +284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling