+16.6%
KRE vs PH
+30.5%
-13.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.3% | -3.1% | +4.4% | +2.4% |
| 30D | -2.7% | -3.2% | +0.6% | -1.8% |
| 3M | +8.2% | +10.6% | -2.4% | +3.2% |
| 6M | +12.8% | -2.1% | +14.9% | +13.3% |
| YTD | +17.5% | +10.2% | +7.3% | +12.0% |
| 1Y | +16.6% | +28.2% | -11.6% | +3.0% |
| All | +16.6% | +30.5% | -13.9% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling