+149.6%
KRE vs SU
+229.4%
-79.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.8% |
| 7D | -1.1% | +1.6% | -2.6% | -1.6% |
| 30D | -3.4% | +10.7% | -14.1% | -7.0% |
| 3M | +3.7% | +13.5% | -9.8% | -1.6% |
| 6M | +14.8% | +21.8% | -7.1% | +5.1% |
| YTD | +14.7% | +58.8% | -44.2% | -5.1% |
| 1Y | +16.0% | +72.0% | -56.0% | -7.0% |
| 3Y | +84.3% | +121.7% | -37.5% | +31.9% |
| 5Y | +30.9% | +350.4% | -319.5% | -31.3% |
| 10Y | +122.0% | +264.7% | -142.7% | +16.7% |
| All | +149.6% | +229.4% | -79.8% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling