-9.2%
STM vs KRE
+13.5%
-22.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.0% | +5.7% |
| 7D | -5.6% | -0.4% | -5.2% | -5.2% |
| 30D | -14.4% | +6.4% | -20.9% | -17.7% |
| 3M | -20.5% | -3.1% | -17.4% | -19.0% |
| 6M | -24.5% | +6.4% | -30.9% | -27.8% |
| YTD | +72.7% | +15.3% | +57.4% | +56.7% |
| 1Y | +91.0% | +23.3% | +67.8% | +66.3% |
| 3Y | +13.5% | +93.6% | -80.1% | -26.9% |
| 5Y | -9.2% | +13.2% | -22.4% | -10.3% |
| All | -9.2% | +13.5% | -22.7% | -10.3% |
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