+26.9%
KRE vs STT
+53.6%
-26.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.8% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +5.3% | -1.7% | +7.0% | +6.0% |
| 3M | -4.2% | -6.4% | +2.2% | -1.5% |
| 6M | +8.7% | +17.7% | -9.0% | -0.9% |
| YTD | +16.4% | +36.9% | -20.5% | -3.9% |
| 1Y | +26.9% | +52.0% | -25.2% | -2.9% |
| All | +26.9% | +53.6% | -26.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling