+64.6%
KRE vs PINS
-19.5%
+84.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.3% | -3.4% | +3.7% | +0.8% |
| 30D | +5.0% | -14.5% | +19.5% | +7.6% |
| 3M | -5.7% | -16.5% | +10.8% | -3.4% |
| 6M | +7.5% | -7.0% | +14.5% | +7.6% |
| YTD | +13.8% | -26.1% | +40.0% | +17.3% |
| 1Y | +20.7% | -30.0% | +50.7% | +25.5% |
| 3Y | +90.1% | -38.5% | +128.6% | +95.8% |
| 5Y | +11.5% | -58.4% | +69.9% | +15.5% |
| All | +64.6% | -19.5% | +84.1% | +9.9% |
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