+26.9%
KRE vs PL
-0.6%
+27.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +1.8% |
| 7D | +2.8% | -11.7% | +14.5% | +3.0% |
| 30D | +5.3% | -27.1% | +32.4% | +5.9% |
| 3M | -4.2% | -44.6% | +40.4% | -3.2% |
| 6M | +8.7% | -67.2% | +75.9% | +10.9% |
| YTD | +16.4% | -35.9% | +52.2% | +16.2% |
| 1Y | +26.9% | -0.4% | +27.3% | +24.4% |
| All | +26.9% | -0.6% | +27.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling