+11.8%
KRE vs PINS
-58.3%
+70.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -1.6% | -9.4% | +7.8% | 0.0% |
| 30D | +4.9% | -10.2% | +15.1% | +6.5% |
| 3M | -4.5% | -19.0% | +14.5% | -1.6% |
| 6M | +7.7% | -7.4% | +15.0% | +7.8% |
| YTD | +14.5% | -25.7% | +40.2% | +18.1% |
| 1Y | +21.5% | -29.7% | +51.3% | +26.5% |
| 3Y | +91.2% | -38.1% | +129.3% | +96.4% |
| 5Y | +11.8% | -57.3% | +69.0% | +9.8% |
| All | +11.8% | -58.3% | +70.1% | +9.8% |
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