+21.1%
STM vs KRE
+87.7%
-66.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | +5.2% | +2.3% | +2.9% | +3.7% |
| 30D | -7.4% | -2.5% | -4.9% | -5.9% |
| 3M | -30.6% | +6.2% | -36.9% | -33.6% |
| 6M | +66.4% | +15.8% | +50.6% | +51.1% |
| YTD | +101.1% | +16.0% | +85.1% | +81.7% |
| 1Y | +97.4% | +16.2% | +81.2% | +77.6% |
| 3Y | +21.1% | +86.4% | -65.3% | -19.7% |
| All | +21.1% | +87.7% | -66.5% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling