+91.6%
KRE vs STRL
+340.9%
-249.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.3% | -19.8% | +20.1% | +1.9% |
| 30D | +5.9% | -43.6% | +49.5% | +11.4% |
| 3M | -3.3% | -45.2% | +41.9% | +1.7% |
| 6M | +5.8% | -65.7% | +71.6% | +15.9% |
| YTD | +14.7% | -5.4% | +20.2% | +4.6% |
| 1Y | +22.0% | -24.7% | +46.7% | +15.2% |
| 3Y | +91.6% | +335.0% | -243.4% | +16.9% |
| All | +91.6% | +340.9% | -249.3% | +16.9% |
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 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