+33.1%
KRE vs SYY
+20.0%
+13.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -1.4% | +1.5% | -2.9% | -2.1% |
| 30D | -3.9% | -2.3% | -1.6% | -2.9% |
| 3M | +3.6% | +5.5% | -1.9% | +0.8% |
| 6M | +15.4% | -1.0% | +16.3% | +14.5% |
| YTD | +15.2% | +14.1% | +1.1% | +5.2% |
| 1Y | +16.5% | +5.6% | +10.9% | +10.8% |
| 3Y | +85.2% | +27.9% | +57.3% | +54.5% |
| 5Y | +33.1% | +22.7% | +10.4% | +9.7% |
| All | +33.1% | +20.0% | +13.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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