+82.1%
KRE vs PCOR
+43.8%
+38.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.3% | +22.7% | -22.5% | -4.7% |
| 30D | +4.8% | +37.5% | -32.7% | -3.0% |
| 3M | -5.1% | +35.2% | -40.3% | -12.3% |
| 6M | +3.3% | +42.2% | -39.0% | -6.6% |
| YTD | +13.3% | +3.6% | +9.8% | +11.7% |
| 1Y | +22.9% | -4.8% | +27.6% | +24.8% |
| 3Y | +82.1% | +48.3% | +33.8% | +38.5% |
| All | +82.1% | +43.8% | +38.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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