+122.0%
KRE vs STRL
+7,055.3%
-6,933.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -1.1% | +8.2% | -9.3% | -3.0% |
| 30D | -3.4% | -6.3% | +2.9% | -2.2% |
| 3M | +3.7% | -41.2% | +44.9% | +15.0% |
| 6M | +14.8% | +20.4% | -5.6% | -1.3% |
| YTD | +14.7% | +61.7% | -47.0% | -10.5% |
| 1Y | +16.0% | +72.7% | -56.7% | -13.6% |
| 3Y | +84.3% | +530.9% | -446.7% | -18.5% |
| 5Y | +30.9% | +2,125.4% | -2,094.5% | -64.9% |
| 10Y | +122.0% | +7,301.3% | -7,179.4% | -60.9% |
| All | +122.0% | +7,055.3% | -6,933.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling