+33.0%
KRE vs STT
+150.3%
-117.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.5% |
| 7D | +2.3% | +2.2% | +0.1% | +0.9% |
| 30D | -2.5% | +3.9% | -6.4% | -5.0% |
| 3M | +6.2% | +19.2% | -12.9% | -6.2% |
| 6M | +15.8% | +60.4% | -44.6% | -16.9% |
| YTD | +16.0% | +51.5% | -35.5% | -13.8% |
| 1Y | +16.2% | +76.3% | -60.1% | -22.4% |
| 3Y | +86.4% | +200.7% | -114.3% | -12.6% |
| 5Y | +33.0% | +157.5% | -124.5% | -34.0% |
| All | +33.0% | +150.3% | -117.4% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling