+146.7%
KRE vs PAAS
+214.5%
-67.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | +0.3% | +8.4% | -8.1% | -0.4% |
| 30D | +4.8% | -7.2% | +12.0% | +5.4% |
| 3M | -5.1% | -14.0% | +8.9% | -4.2% |
| 6M | +3.3% | -26.8% | +30.0% | +5.4% |
| YTD | +13.3% | -19.8% | +33.1% | +14.0% |
| 1Y | +22.9% | +22.8% | 0.0% | +18.8% |
| 3Y | +82.1% | +183.6% | -101.5% | +60.2% |
| 5Y | +11.0% | +73.8% | -62.8% | +0.2% |
| 10Y | +115.7% | +185.6% | -69.8% | +75.5% |
| All | +146.7% | +214.5% | -67.7% | +62.2% |
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