+13.2%
KRE vs P
+256.2%
-243.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +0.9% |
| 7D | -0.4% | -9.6% | +9.2% | +0.7% |
| 30D | +6.4% | -33.4% | +39.9% | +11.7% |
| 3M | -3.1% | +14.2% | -17.3% | -6.5% |
| 6M | +6.4% | +31.6% | -25.2% | -0.9% |
| YTD | +15.3% | +53.5% | -38.2% | +3.8% |
| 1Y | +23.3% | +14.2% | +9.1% | +15.2% |
| 3Y | +93.6% | +190.5% | -96.9% | +36.2% |
| 5Y | +13.2% | +256.3% | -243.1% | -27.4% |
| All | +13.2% | +256.2% | -243.0% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling