+86.8%
KRE vs STT
+195.2%
-108.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.4% |
| 7D | +2.3% | +2.2% | +0.1% | +0.7% |
| 30D | -2.5% | +3.9% | -6.4% | -5.4% |
| 3M | +6.2% | +19.2% | -12.9% | -7.9% |
| 6M | +15.8% | +60.4% | -44.6% | -21.5% |
| YTD | +16.0% | +51.5% | -35.5% | -18.1% |
| 1Y | +16.2% | +76.3% | -60.1% | -28.3% |
| All | +86.8% | +195.2% | -108.4% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling