+33.0%
KRE vs STRL
+2,093.0%
-2,060.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.8% |
| 7D | +2.3% | +10.1% | -7.8% | +0.7% |
| 30D | -2.5% | -8.2% | +5.7% | -1.4% |
| 3M | +6.2% | -43.7% | +49.9% | +15.0% |
| 6M | +15.8% | +27.1% | -11.3% | +2.3% |
| YTD | +16.0% | +64.0% | -48.0% | -4.1% |
| 1Y | +16.2% | +75.2% | -59.0% | -7.6% |
| 3Y | +86.4% | +539.9% | -453.5% | -5.9% |
| 5Y | +33.0% | +2,133.0% | -2,100.0% | -62.8% |
| All | +33.0% | +2,093.0% | -2,060.1% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling