+33.1%
KRE vs PEG
+35.4%
-2.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -3.9% | -2.8% | -1.2% | -2.8% |
| 3M | +3.6% | -6.9% | +10.6% | +6.7% |
| 6M | +15.4% | -11.4% | +26.8% | +21.1% |
| YTD | +15.2% | -7.4% | +22.6% | +18.2% |
| 1Y | +16.5% | -8.3% | +24.7% | +19.7% |
| 3Y | +85.2% | +31.5% | +53.6% | +55.3% |
| 5Y | +33.1% | +38.0% | -4.9% | +8.5% |
| All | +33.1% | +35.4% | -2.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling