+43.4%
SMH vs KRE
+27.2%
+16.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.5% | -3.1% |
| 7D | -11.2% | +2.8% | -14.0% | -11.8% |
| 30D | -20.4% | +5.3% | -25.8% | -21.5% |
| 3M | -12.4% | -4.2% | -8.2% | -11.0% |
| 6M | -0.5% | +8.7% | -9.2% | -3.8% |
| YTD | +40.0% | +16.4% | +23.6% | +29.9% |
| 1Y | +43.4% | +26.9% | +16.5% | +28.9% |
| All | +43.4% | +27.2% | +16.2% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling