+22.8%
KRE vs PL
+28.1%
-5.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.4% | -10.5% | -1.3% |
| 7D | +0.3% | -6.8% | +7.1% | +0.9% |
| 30D | +4.8% | -29.3% | +34.1% | +8.6% |
| 3M | -5.1% | -44.8% | +39.7% | +0.9% |
| 6M | +3.3% | -68.4% | +71.7% | +15.3% |
| YTD | +13.3% | -36.4% | +49.7% | +12.8% |
| 1Y | +22.9% | +0.7% | +22.1% | +13.4% |
| 3Y | +82.1% | +455.3% | -373.2% | +16.0% |
| 5Y | +11.0% | +22.7% | -11.6% | -21.8% |
| All | +22.8% | +28.1% | -5.2% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling