+465.1%
STM vs KRE
+86.5%
+378.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | +12.0% | +0.7% | +11.3% | +11.6% |
| 30D | -0.4% | +6.1% | -6.5% | -3.7% |
| 3M | -13.2% | -5.9% | -7.3% | -10.1% |
| 6M | -26.1% | +9.6% | -35.7% | -30.2% |
| YTD | +81.2% | +14.2% | +67.0% | +66.7% |
| 1Y | +98.3% | +22.5% | +75.8% | +75.2% |
| 3Y | +16.7% | +90.4% | -73.6% | -21.1% |
| 5Y | -4.8% | +11.9% | -16.7% | -13.7% |
| All | +465.1% | +86.5% | +378.5% | +278.7% |
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 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