+66.8%
KRE vs PINS
-19.8%
+86.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -1.8% | -6.6% | +4.8% | -0.8% |
| 30D | -4.5% | -16.8% | +12.3% | -1.7% |
| 3M | +2.7% | -11.4% | +14.1% | +4.2% |
| 6M | +16.9% | -1.7% | +18.6% | +15.9% |
| YTD | +15.4% | -26.4% | +41.8% | +19.3% |
| 1Y | +16.1% | -45.5% | +61.6% | +25.6% |
| 3Y | +85.7% | -31.7% | +117.5% | +87.8% |
| 5Y | +33.3% | -64.9% | +98.1% | +41.6% |
| All | +66.8% | -19.8% | +86.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 10y: compounded portfolio wealth divided by compounded PINS 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…
10y analysis · Full analysis span regression · 6 months rolling