+21.5%
KRE vs SWKS
+30.3%
-8.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.6% |
| 7D | -1.6% | +5.7% | -7.3% | -2.0% |
| 30D | +4.9% | +17.3% | -12.4% | +3.6% |
| 3M | -4.5% | +28.3% | -32.7% | -6.8% |
| 6M | +7.7% | +26.1% | -18.4% | +4.4% |
| YTD | +14.5% | +41.1% | -26.6% | +7.0% |
| 1Y | +21.5% | +31.4% | -9.9% | +16.9% |
| All | +21.5% | +30.3% | -8.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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