+22.5%
KRE vs SW
+24.2%
-1.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.7% | -2.9% | +3.7% | +1.3% |
| 30D | +6.1% | +5.0% | +1.1% | +5.1% |
| 3M | -5.9% | -13.7% | +7.7% | -3.4% |
| 6M | +9.6% | +8.0% | +1.6% | +7.0% |
| YTD | +14.2% | +14.0% | +0.2% | +7.1% |
| 1Y | +22.5% | +25.6% | -3.1% | +9.8% |
| All | +22.5% | +24.2% | -1.6% | +9.8% |
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