+83.8%
KRE vs STT
+198.3%
-114.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.7% | +4.8% | -4.0% | -2.6% |
| 30D | +6.1% | +3.9% | +2.2% | +3.1% |
| 3M | -5.9% | -8.2% | +2.2% | -0.4% |
| 6M | +9.6% | +15.6% | -6.0% | -2.4% |
| YTD | +14.2% | +37.6% | -23.4% | -11.1% |
| 1Y | +22.5% | +50.1% | -27.6% | -10.5% |
| 3Y | +90.4% | +183.1% | -92.7% | -12.1% |
| 5Y | +11.9% | +104.8% | -93.0% | -37.4% |
| All | +83.8% | +198.3% | -114.4% | -29.9% |
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 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