+155.8%
KRE vs PAAS
+292.1%
-136.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | +1.3% | -2.9% | +4.2% | +1.6% |
| 30D | -2.7% | +6.8% | -9.5% | -3.4% |
| 3M | +8.2% | -2.9% | +11.1% | +8.0% |
| 6M | +12.8% | -16.4% | +29.2% | +13.8% |
| YTD | +17.5% | 0.0% | +17.5% | +16.2% |
| 1Y | +16.6% | +54.3% | -37.7% | +10.5% |
| 3Y | +79.5% | +230.7% | -151.2% | +56.0% |
| 5Y | +32.4% | +111.6% | -79.2% | +17.7% |
| 10Y | +124.1% | +211.7% | -87.6% | +81.4% |
| All | +155.8% | +292.1% | -136.4% | +65.3% |
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