+3,476.8%
STX vs KRE
+124.5%
+3,352.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | +8.0% | -1.4% | +9.4% | +8.6% |
| 30D | +5.1% | -3.9% | +9.0% | +7.1% |
| 3M | +5.8% | +3.6% | +2.1% | +3.5% |
| 6M | +124.9% | +15.4% | +109.6% | +109.1% |
| YTD | +213.9% | +15.2% | +198.7% | +191.3% |
| 1Y | +350.4% | +16.5% | +333.9% | +313.1% |
| 3Y | +1,314.2% | +85.2% | +1,229.1% | +922.5% |
| 5Y | +1,092.8% | +33.1% | +1,059.7% | +896.6% |
| All | +3,476.8% | +124.5% | +3,352.3% | +2,114.5% |
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 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