+121.6%
KRE vs STZ
-10.3%
+132.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | -1.4% | -4.1% | +2.7% | +0.3% |
| 30D | -3.9% | -7.6% | +3.7% | -0.8% |
| 3M | +3.6% | -12.3% | +15.9% | +9.1% |
| 6M | +15.4% | -16.3% | +31.7% | +23.5% |
| YTD | +15.2% | -8.4% | +23.6% | +17.1% |
| 1Y | +16.5% | -10.8% | +27.3% | +19.4% |
| 3Y | +85.2% | -49.0% | +134.1% | +142.0% |
| 5Y | +33.1% | -36.5% | +69.6% | +52.9% |
| All | +121.6% | -10.3% | +132.0% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling