+90.4%
KRE vs P
+197.6%
-107.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +0.7% | +11.6% | -10.9% | -0.3% |
| 30D | +6.1% | -23.7% | +29.8% | +8.3% |
| 3M | -5.9% | -8.0% | +2.1% | -6.1% |
| 6M | +9.6% | +27.9% | -18.3% | +5.0% |
| YTD | +14.2% | +61.2% | -47.0% | +5.6% |
| 1Y | +22.5% | +28.6% | -6.1% | +15.2% |
| 3Y | +90.4% | +200.5% | -110.1% | +45.3% |
| All | +90.4% | +197.6% | -107.2% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling