+33.0%
KRE vs PINS
-63.8%
+96.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +2.3% | -5.2% | +7.6% | +3.2% |
| 30D | -2.5% | -14.9% | +12.5% | 0.0% |
| 3M | +6.2% | -8.4% | +14.6% | +7.2% |
| 6M | +15.8% | +0.6% | +15.2% | +14.5% |
| YTD | +16.0% | -22.2% | +38.2% | +19.1% |
| 1Y | +16.2% | -46.9% | +63.1% | +26.9% |
| 3Y | +86.4% | -26.9% | +113.3% | +86.2% |
| 5Y | +33.0% | -63.0% | +95.9% | +35.4% |
| All | +33.0% | -63.8% | +96.8% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling