+16.6%
KRE vs SU
+70.8%
-54.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.4% |
| 7D | +1.3% | +2.9% | -1.6% | +1.5% |
| 30D | -2.7% | +7.2% | -9.9% | -2.2% |
| 3M | +8.2% | +2.8% | +5.3% | +8.9% |
| 6M | +12.8% | +18.2% | -5.4% | +12.0% |
| YTD | +17.5% | +54.0% | -36.5% | +11.3% |
| 1Y | +16.6% | +70.1% | -53.5% | +7.6% |
| All | +16.6% | +70.8% | -54.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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