+83.8%
KRE vs PAAS
+205.7%
-121.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +0.7% | -8.9% | +9.7% | +1.3% |
| 30D | +6.1% | -11.4% | +17.5% | +6.8% |
| 3M | -5.9% | -20.4% | +14.5% | -4.9% |
| 6M | +9.6% | -40.7% | +50.3% | +12.4% |
| YTD | +14.2% | -26.9% | +41.1% | +15.2% |
| 1Y | +22.5% | -3.1% | +25.6% | +21.4% |
| 3Y | +90.4% | +199.3% | -108.9% | +74.1% |
| 5Y | +11.9% | +48.3% | -36.4% | +4.6% |
| All | +83.8% | +205.7% | -121.9% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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