+155.8%
KRE vs STRL
+1,789.3%
-1,633.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | -0.9% |
| 7D | +1.3% | +3.4% | -2.1% | +0.4% |
| 30D | -2.7% | -9.2% | +6.6% | -0.7% |
| 3M | +8.2% | -51.0% | +59.2% | +25.6% |
| 6M | +12.8% | +15.8% | -3.0% | -1.1% |
| YTD | +17.5% | +58.9% | -41.4% | -6.3% |
| 1Y | +16.6% | +68.5% | -51.9% | -10.6% |
| 3Y | +79.5% | +485.2% | -405.8% | -10.8% |
| 5Y | +32.4% | +2,005.1% | -1,972.7% | -56.1% |
| 10Y | +124.1% | +7,118.0% | -6,993.8% | -51.7% |
| All | +155.8% | +1,789.3% | -1,633.5% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling