+10.9%
KRE vs SW
-2.6%
+13.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | +0.3% | +2.3% | -2.1% | -0.1% |
| 30D | +4.8% | +6.8% | -2.0% | +3.5% |
| 3M | -5.1% | -5.2% | +0.1% | -4.4% |
| 6M | +3.3% | +7.4% | -4.1% | +1.3% |
| YTD | +13.3% | +17.4% | -4.1% | +8.8% |
| 1Y | +22.9% | +27.1% | -4.2% | +16.2% |
| 3Y | +82.1% | +47.9% | +34.2% | +69.8% |
| All | +10.9% | -2.6% | +13.5% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling