+30.9%
KRE vs STZ
-38.0%
+68.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | -1.1% | -6.0% | +5.0% | +0.8% |
| 30D | -3.4% | -8.9% | +5.5% | -0.7% |
| 3M | +3.7% | -12.6% | +16.3% | +7.8% |
| 6M | +14.8% | -17.2% | +32.0% | +21.0% |
| YTD | +14.7% | -10.0% | +24.7% | +16.4% |
| 1Y | +16.0% | -14.3% | +30.3% | +19.6% |
| 3Y | +84.3% | -49.9% | +134.2% | +130.8% |
| 5Y | +30.9% | -38.2% | +69.1% | +35.3% |
| All | +30.9% | -38.0% | +68.8% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling