+155.8%
KRE vs PH
+2,594.0%
-2,438.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +1.3% | -3.1% | +4.4% | +3.4% |
| 30D | -2.7% | -3.2% | +0.6% | -1.0% |
| 3M | +8.2% | +10.6% | -2.4% | 0.0% |
| 6M | +12.8% | -2.1% | +14.9% | +12.5% |
| YTD | +17.5% | +10.2% | +7.3% | +7.9% |
| 1Y | +16.6% | +28.2% | -11.6% | -4.0% |
| 3Y | +79.5% | +134.9% | -55.4% | -4.6% |
| 5Y | +32.4% | +253.6% | -221.2% | -47.8% |
| 10Y | +124.1% | +804.7% | -680.6% | -55.3% |
| All | +155.8% | +2,594.0% | -2,438.2% | -79.3% |
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 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