+89.8%
KRE vs PCAR
+35.0%
+54.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.2% |
| 7D | +0.3% | +2.1% | -1.8% | -0.8% |
| 30D | +5.0% | -1.2% | +6.2% | +5.5% |
| 3M | -5.7% | -18.6% | +12.9% | +4.4% |
| 6M | +7.5% | -5.1% | +12.6% | +9.2% |
| YTD | +13.8% | -1.8% | +15.6% | +12.7% |
| 1Y | +20.7% | +10.6% | +10.0% | +11.7% |
| All | +89.8% | +35.0% | +54.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling