+16.6%
KRE vs SW
+1.0%
+15.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.3% |
| 7D | +1.3% | -5.1% | +6.4% | +2.4% |
| 30D | -2.7% | -4.6% | +1.9% | -1.8% |
| 3M | +8.2% | +9.4% | -1.2% | +5.7% |
| 6M | +12.8% | +3.5% | +9.3% | +10.9% |
| YTD | +17.5% | +22.0% | -4.5% | +10.0% |
| 1Y | +16.6% | +2.2% | +14.4% | +10.8% |
| All | +16.6% | +1.0% | +15.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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