+151.0%
KRE vs STT
+353.3%
-202.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | 0.0% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | +6.4% | -2.3% | +8.8% | +7.6% |
| 3M | -3.1% | -7.0% | +3.9% | +0.5% |
| 6M | +6.4% | +15.5% | -9.1% | -2.2% |
| YTD | +15.3% | +35.6% | -20.3% | -3.0% |
| 1Y | +23.3% | +47.9% | -24.6% | -1.0% |
| 3Y | +93.6% | +181.1% | -87.5% | +11.5% |
| 5Y | +13.2% | +108.2% | -95.0% | -25.3% |
| 10Y | +103.1% | +201.0% | -97.9% | +10.7% |
| All | +151.0% | +353.3% | -202.2% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling