+11.5%
KRE vs SWKS
-36.1%
+47.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.3% |
| 7D | +0.3% | +10.9% | -10.6% | -2.5% |
| 30D | +5.0% | +17.6% | -12.6% | +0.3% |
| 3M | -5.7% | +29.2% | -35.0% | -13.5% |
| 6M | +7.5% | +37.0% | -29.4% | -4.8% |
| YTD | +13.8% | +44.9% | -31.1% | -2.6% |
| 1Y | +20.7% | +33.8% | -13.1% | +6.0% |
| 3Y | +90.1% | +10.2% | +79.9% | +66.8% |
| 5Y | +11.5% | -37.0% | +48.5% | +16.5% |
| All | +11.5% | -36.1% | +47.6% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling