+123.0%
KRE vs PCAR
+357.6%
-234.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.1% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -2.5% | -7.7% | +5.2% | +3.0% |
| 3M | +6.2% | +3.7% | +2.5% | +2.7% |
| 6M | +15.8% | +2.3% | +13.5% | +12.3% |
| YTD | +16.0% | +12.8% | +3.2% | +4.5% |
| 1Y | +16.2% | +27.8% | -11.6% | -4.8% |
| 3Y | +86.4% | +61.8% | +24.6% | +23.0% |
| 5Y | +33.0% | +168.2% | -135.2% | -41.6% |
| 10Y | +123.0% | +359.1% | -236.1% | -34.1% |
| All | +123.0% | +357.6% | -234.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PCAR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling