+443.8%
STM vs KRE
+154.6%
+289.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | +5.8% | +1.3% | +4.5% | +5.0% |
| 30D | -1.0% | -2.7% | +1.7% | +0.6% |
| 3M | -33.3% | +8.2% | -41.4% | -36.6% |
| 6M | +57.4% | +12.8% | +44.5% | +46.2% |
| YTD | +102.2% | +17.5% | +84.7% | +82.6% |
| 1Y | +99.6% | +16.6% | +83.0% | +80.6% |
| 3Y | +14.5% | +79.5% | -64.9% | -21.3% |
| 5Y | +21.4% | +32.4% | -11.0% | -2.0% |
| 10Y | +695.0% | +124.1% | +570.8% | +326.6% |
| All | +443.8% | +154.6% | +289.2% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling