+155.8%
KRE vs PEG
+369.6%
-213.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +1.3% | +0.7% | +0.6% | +0.9% |
| 30D | -2.7% | -2.4% | -0.2% | -1.4% |
| 3M | +8.2% | -4.8% | +13.0% | +10.9% |
| 6M | +12.8% | -10.7% | +23.5% | +19.5% |
| YTD | +17.5% | -6.7% | +24.2% | +21.1% |
| 1Y | +16.6% | -6.8% | +23.4% | +19.8% |
| 3Y | +79.5% | +34.5% | +45.0% | +46.9% |
| 5Y | +32.4% | +35.8% | -3.3% | +6.3% |
| 10Y | +124.1% | +141.7% | -17.6% | +27.0% |
| All | +155.8% | +369.6% | -213.8% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling