+149.8%
KRE vs PAAS
+204.7%
-54.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | 0.0% |
| 7D | +0.3% | +4.2% | -3.9% | -0.1% |
| 30D | +5.9% | -13.8% | +19.7% | +7.1% |
| 3M | -3.3% | -22.7% | +19.4% | -1.5% |
| 6M | +5.8% | -32.1% | +37.9% | +8.7% |
| YTD | +14.7% | -22.3% | +37.0% | +15.7% |
| 1Y | +22.0% | +7.7% | +14.4% | +19.3% |
| 3Y | +91.6% | +214.0% | -122.4% | +67.1% |
| 5Y | +13.0% | +63.2% | -50.2% | +2.5% |
| 10Y | +94.0% | +185.5% | -91.5% | +57.7% |
| All | +149.8% | +204.7% | -54.9% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling