+149.3%
KRE vs PH
+2,622.8%
-2,473.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -1.6% | +6.9% | -8.5% | -6.0% |
| 30D | +4.9% | +1.7% | +3.2% | +2.9% |
| 3M | -4.5% | -8.1% | +3.7% | +0.1% |
| 6M | +7.7% | +11.5% | -3.8% | -2.0% |
| YTD | +14.5% | +11.4% | +3.2% | +3.5% |
| 1Y | +21.5% | +14.1% | +7.4% | +8.0% |
| 3Y | +91.2% | +138.2% | -47.0% | +0.2% |
| 5Y | +11.8% | +216.0% | -204.2% | -52.6% |
| 10Y | +89.3% | +710.0% | -620.6% | -59.7% |
| All | +149.3% | +2,622.8% | -2,473.5% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling