+100.8%
STM vs KRE
+14.9%
+85.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.2% |
| 7D | +1.7% | -1.1% | +2.7% | +2.3% |
| 30D | -5.2% | -3.4% | -1.8% | -3.3% |
| 3M | -29.6% | +3.7% | -33.3% | -31.6% |
| 6M | +54.4% | +14.8% | +39.6% | +41.0% |
| YTD | +99.5% | +14.7% | +84.9% | +80.5% |
| 1Y | +100.8% | +16.0% | +84.7% | +78.8% |
| All | +100.8% | +14.9% | +85.8% | +78.8% |
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