+16.6%
KRE vs STZ
-10.2%
+26.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.3% | -1.9% | +3.2% | +1.6% |
| 30D | -2.7% | -1.9% | -0.8% | -2.5% |
| 3M | +8.2% | -6.2% | +14.4% | +9.1% |
| 6M | +12.8% | -14.0% | +26.8% | +14.8% |
| YTD | +17.5% | -5.1% | +22.6% | +16.7% |
| 1Y | +16.6% | -9.6% | +26.2% | +15.4% |
| All | +16.6% | -10.2% | +26.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling