+110.1%
KRE vs SW
+185.4%
-75.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -0.8% | +4.7% | -5.4% | -1.4% |
| 30D | +3.2% | +5.0% | -1.8% | +2.5% |
| 3M | -6.0% | -7.3% | +1.4% | -5.1% |
| 6M | +4.6% | +15.0% | -10.4% | +2.1% |
| YTD | +13.5% | +18.5% | -5.0% | +9.9% |
| 1Y | +22.2% | +27.1% | -4.9% | +17.1% |
| 3Y | +79.8% | +49.3% | +30.5% | +69.1% |
| 5Y | +11.2% | -1.6% | +12.8% | +6.0% |
| All | +110.1% | +185.4% | -75.3% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling