+147.8%
KRE vs STZ
+574.2%
-426.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +5.0% | +14.7% | -9.7% | -1.4% |
| 3M | -5.7% | +8.8% | -14.5% | -9.8% |
| 6M | +7.5% | +3.1% | +4.5% | +5.0% |
| YTD | +13.8% | +7.9% | +6.0% | +7.5% |
| 1Y | +20.7% | +14.2% | +6.5% | +10.8% |
| 3Y | +90.1% | -35.2% | +125.3% | +119.4% |
| 5Y | +11.5% | -29.6% | +41.1% | +22.6% |
| 10Y | +88.2% | +12.2% | +76.1% | +61.4% |
| All | +147.8% | +574.2% | -426.3% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling