+10.9%
KRE vs SWKS
-42.6%
+53.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +0.3% | -6.2% | +6.4% | +2.0% |
| 30D | +4.8% | -1.5% | +6.3% | +5.0% |
| 3M | -5.1% | +23.0% | -28.0% | -11.8% |
| 6M | +3.3% | +27.6% | -24.3% | -6.9% |
| YTD | +13.3% | +32.3% | -19.0% | -0.5% |
| 1Y | +22.9% | +20.1% | +2.7% | +11.4% |
| 3Y | +82.1% | +0.6% | +81.4% | +63.8% |
| All | +10.9% | -42.6% | +53.5% | +19.6% |
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