+121.6%
KRE vs SYK
+173.6%
-52.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.5% |
| 7D | -1.4% | -12.3% | +10.9% | +5.3% |
| 30D | -3.9% | -22.4% | +18.5% | +9.3% |
| 3M | +3.6% | -12.3% | +16.0% | +9.2% |
| 6M | +15.4% | -24.3% | +39.7% | +31.1% |
| YTD | +15.2% | -22.8% | +38.0% | +28.9% |
| 1Y | +16.5% | -28.8% | +45.2% | +36.1% |
| 3Y | +85.2% | -4.0% | +89.1% | +78.5% |
| 5Y | +33.1% | +3.8% | +29.2% | +18.9% |
| All | +121.6% | +173.6% | -52.0% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 10y: compounded portfolio wealth divided by compounded SYK 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…
10y analysis · Full analysis span regression · 6 months rolling