+85.5%
KRE vs PH
+133.8%
-48.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.4% |
| 7D | -1.4% | -3.1% | +1.7% | +0.3% |
| 30D | -3.9% | -11.8% | +7.9% | +3.0% |
| 3M | +3.6% | +6.9% | -3.3% | -1.3% |
| 6M | +15.4% | -1.3% | +16.6% | +14.6% |
| YTD | +15.2% | +7.0% | +8.3% | +8.7% |
| 1Y | +16.5% | +23.1% | -6.7% | +0.1% |
| All | +85.5% | +133.8% | -48.3% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling