+20.7%
KRE vs PH
+12.0%
+8.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +0.3% | +7.4% | -7.1% | -1.6% |
| 30D | +5.0% | +0.5% | +4.5% | +4.6% |
| 3M | -5.7% | -10.2% | +4.5% | -2.5% |
| 6M | +7.5% | +8.9% | -1.4% | +2.4% |
| YTD | +13.8% | +9.7% | +4.2% | +5.9% |
| 1Y | +20.7% | +12.8% | +7.8% | +9.1% |
| All | +20.7% | +12.0% | +8.7% | +9.1% |
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