+327.2%
SMH vs KRE
+32.1%
+295.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -1.8% | +2.1% | +1.2% |
| 30D | -2.8% | -4.5% | +1.7% | -0.6% |
| 3M | -6.7% | +2.7% | -9.5% | -8.3% |
| 6M | +41.8% | +16.9% | +24.9% | +30.5% |
| YTD | +57.9% | +15.4% | +42.5% | +45.7% |
| 1Y | +87.6% | +16.1% | +71.6% | +72.1% |
| 3Y | +282.9% | +85.7% | +197.2% | +167.8% |
| All | +327.2% | +32.1% | +295.1% | +299.9% |
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 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