+70.3%
SLB vs KRE
+12.6%
+57.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | +1.9% | +5.9% | -4.0% | -1.1% |
| 3M | -5.7% | -3.3% | -2.4% | -4.3% |
| 6M | -5.3% | +5.8% | -11.2% | -8.4% |
| YTD | +32.2% | +14.7% | +17.4% | +22.3% |
| 1Y | +38.5% | +22.0% | +16.5% | +24.4% |
| 3Y | +1.1% | +91.6% | -90.5% | -27.9% |
| 5Y | +70.3% | +13.0% | +57.3% | +53.7% |
| All | +70.3% | +12.6% | +57.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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