+93.6%
KRE vs STT
+178.8%
-85.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | -0.6% |
| 7D | -0.4% | +0.9% | -1.3% | -1.1% |
| 30D | +6.4% | -2.3% | +8.8% | +8.0% |
| 3M | -3.1% | -7.0% | +3.9% | +1.7% |
| 6M | +6.4% | +15.5% | -9.1% | -6.4% |
| YTD | +15.3% | +35.6% | -20.3% | -11.7% |
| 1Y | +23.3% | +47.9% | -24.6% | -12.5% |
| 3Y | +93.6% | +181.1% | -87.5% | -25.1% |
| All | +93.6% | +178.8% | -85.2% | -25.1% |
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