+155.8%
KRE vs STZ
+492.9%
-337.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.3% | -1.9% | +3.2% | +2.2% |
| 30D | -2.7% | -1.9% | -0.8% | -2.1% |
| 3M | +8.2% | -6.2% | +14.4% | +10.7% |
| 6M | +12.8% | -14.0% | +26.8% | +19.4% |
| YTD | +17.5% | -5.1% | +22.6% | +18.0% |
| 1Y | +16.6% | -9.6% | +26.2% | +19.1% |
| 3Y | +79.5% | -47.2% | +126.7% | +128.4% |
| 5Y | +32.4% | -33.6% | +66.0% | +49.8% |
| 10Y | +124.1% | -9.8% | +133.9% | +111.6% |
| All | +155.8% | +492.9% | -337.1% | -28.7% |
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