+86.4%
KRE vs STRL
+531.3%
-444.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.6% |
| 7D | +2.3% | +10.1% | -7.8% | +1.2% |
| 30D | -2.5% | -8.2% | +5.7% | -1.7% |
| 3M | +6.2% | -43.7% | +49.9% | +12.4% |
| 6M | +15.8% | +27.1% | -11.3% | +5.7% |
| YTD | +16.0% | +64.0% | -48.0% | +0.8% |
| 1Y | +16.2% | +75.2% | -59.0% | -2.1% |
| 3Y | +86.4% | +539.9% | -453.5% | +15.0% |
| All | +86.4% | +531.3% | -444.9% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling