+291.2%
KRE vs SW
+743.1%
-451.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.4% |
| 7D | +2.8% | +12.1% | -9.2% | +1.9% |
| 30D | +5.3% | +6.6% | -1.2% | +4.8% |
| 3M | -4.2% | -6.0% | +1.8% | -3.9% |
| 6M | +8.7% | +21.5% | -12.8% | +6.9% |
| YTD | +16.4% | +20.3% | -4.0% | +14.3% |
| 1Y | +26.9% | +28.1% | -1.3% | +24.0% |
| 3Y | +84.3% | +51.6% | +32.7% | +78.6% |
| 5Y | +15.2% | -0.1% | +15.3% | +12.3% |
| 10Y | +121.5% | +189.7% | -68.2% | +106.5% |
| All | +291.2% | +743.1% | -451.9% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling