+24.7%
KRE vs PCOR
-30.9%
+55.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.4% |
| 7D | +1.3% | -9.0% | +10.3% | +3.2% |
| 30D | -2.7% | +4.2% | -6.8% | -3.8% |
| 3M | +8.2% | +14.4% | -6.2% | +4.4% |
| 6M | +12.8% | +0.2% | +12.6% | +10.7% |
| YTD | +17.5% | -20.3% | +37.7% | +20.9% |
| 1Y | +16.6% | -16.1% | +32.7% | +18.0% |
| 3Y | +79.5% | -14.7% | +94.2% | +76.6% |
| 5Y | +32.4% | -43.2% | +75.6% | +26.5% |
| All | +24.7% | -30.9% | +55.6% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling