+155.8%
KRE vs SWKS
+1,589.0%
-1,433.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 6M | +12.8% | +32.7% | -19.8% | +1.0% |
| YTD | +17.5% | +19.2% | -1.7% | +8.2% |
| 1Y | +16.6% | +2.4% | +14.2% | +11.8% |
| 3Y | +79.5% | -25.6% | +105.1% | +82.1% |
| 5Y | +32.4% | -53.4% | +85.8% | +51.2% |
| 10Y | +124.1% | +23.2% | +101.0% | +82.5% |
| All | +155.8% | +1,589.0% | -1,433.2% | -11.9% |
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 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