+146.7%
KRE vs SWKS
+1,775.4%
-1,628.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +0.3% | -6.2% | +6.4% | +2.1% |
| 30D | +4.8% | -1.5% | +6.3% | +5.1% |
| 3M | -5.1% | +23.0% | -28.0% | -11.9% |
| 6M | +3.3% | +27.6% | -24.3% | -6.8% |
| YTD | +13.3% | +32.3% | -19.0% | 0.0% |
| 1Y | +22.9% | +20.1% | +2.7% | +11.5% |
| 3Y | +82.1% | +0.6% | +81.4% | +66.7% |
| 5Y | +11.0% | -42.3% | +53.3% | +17.7% |
| 10Y | +115.7% | +35.9% | +79.8% | +68.9% |
| All | +146.7% | +1,775.4% | -1,628.7% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling