+94.0%
KRE vs STT
+198.3%
-104.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +0.3% | +1.1% | -0.8% | -0.6% |
| 30D | +5.9% | -1.9% | +7.8% | +7.1% |
| 3M | -3.3% | -7.6% | +4.3% | +1.9% |
| 6M | +5.8% | +16.0% | -10.1% | -6.0% |
| YTD | +14.7% | +36.2% | -21.4% | -9.9% |
| 1Y | +22.0% | +46.8% | -24.8% | -9.4% |
| 3Y | +91.6% | +177.8% | -86.2% | -10.3% |
| 5Y | +13.0% | +105.8% | -92.9% | -37.0% |
| 10Y | +94.0% | +197.6% | -103.6% | -26.6% |
| All | +94.0% | +198.3% | -104.3% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling