+123.0%
KRE vs P
+712.4%
-589.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | +2.3% | +7.8% | -5.5% | +0.8% |
| 30D | -2.5% | +12.3% | -14.8% | -5.2% |
| 3M | +6.2% | +37.1% | -30.9% | -1.6% |
| 6M | +15.8% | +66.1% | -50.3% | +1.5% |
| YTD | +16.0% | +50.9% | -34.9% | +2.9% |
| 1Y | +16.2% | +27.2% | -11.0% | +4.6% |
| 3Y | +86.4% | +158.7% | -72.3% | +31.5% |
| 5Y | +33.0% | +291.1% | -258.2% | -18.6% |
| 10Y | +123.0% | +715.0% | -592.0% | +8.2% |
| All | +123.0% | +712.4% | -589.4% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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