+85.5%
KRE vs SYK
-4.6%
+90.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.1% |
| 7D | -1.4% | -12.3% | +10.9% | +2.3% |
| 30D | -3.9% | -22.4% | +18.5% | +3.4% |
| 3M | +3.6% | -12.3% | +16.0% | +6.5% |
| 6M | +15.4% | -24.3% | +39.7% | +24.9% |
| YTD | +15.2% | -22.8% | +38.0% | +23.4% |
| 1Y | +16.5% | -28.8% | +45.2% | +28.7% |
| All | +85.5% | -4.6% | +90.1% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling