+1,817.6%
SMH vs KRE
+124.8%
+1,692.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -1.8% | +2.1% | +1.1% |
| 30D | -2.8% | -4.5% | +1.7% | -0.7% |
| 3M | -6.7% | +2.7% | -9.5% | -8.2% |
| 6M | +41.8% | +16.9% | +24.9% | +31.4% |
| YTD | +57.9% | +15.4% | +42.5% | +46.8% |
| 1Y | +87.6% | +16.1% | +71.6% | +73.4% |
| 3Y | +282.9% | +85.7% | +197.2% | +178.5% |
| 5Y | +330.4% | +33.3% | +297.1% | +264.4% |
| All | +1,817.6% | +124.8% | +1,692.8% | +1,214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling