+1,077.4%
STX vs KRE
+31.8%
+1,045.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | +9.6% | -1.1% | +10.6% | +10.1% |
| 30D | +10.6% | -3.4% | +14.0% | +12.4% |
| 3M | +4.8% | +3.7% | +1.1% | +2.5% |
| 6M | +137.3% | +14.8% | +122.5% | +120.8% |
| YTD | +222.5% | +14.7% | +207.8% | +199.4% |
| 1Y | +366.2% | +16.0% | +350.2% | +327.8% |
| 3Y | +1,352.9% | +84.3% | +1,268.6% | +938.6% |
| 5Y | +1,077.4% | +30.9% | +1,046.6% | +903.7% |
| All | +1,077.4% | +31.8% | +1,045.6% | +903.7% |
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 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