+85.7%
KRE vs SU
+120.0%
-34.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -1.8% | +2.2% | -4.0% | -2.3% |
| 30D | -4.5% | +8.4% | -12.9% | -6.2% |
| 3M | +2.7% | +12.1% | -9.4% | 0.0% |
| 6M | +16.9% | +19.7% | -2.8% | +10.3% |
| YTD | +15.4% | +58.4% | -43.1% | -1.0% |
| 1Y | +16.1% | +67.2% | -51.2% | -2.4% |
| 3Y | +85.7% | +125.0% | -39.3% | +39.2% |
| All | +85.7% | +120.0% | -34.2% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling