+33.0%
KRE vs SWKS
-53.5%
+86.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.5% |
| 7D | +1.3% | +12.5% | -11.2% | -2.2% |
| 30D | -2.7% | +10.5% | -13.2% | -5.7% |
| 3M | +8.2% | -7.4% | +15.6% | +9.7% |
| 6M | +12.8% | +32.7% | -19.8% | +0.1% |
| YTD | +17.5% | +19.2% | -1.7% | +7.6% |
| 1Y | +16.6% | +2.4% | +14.2% | +11.7% |
| 3Y | +79.5% | -25.6% | +105.1% | +82.8% |
| All | +33.0% | -53.5% | +86.5% | +56.5% |
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