+25.0%
KRE vs PL
+46.6%
-21.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.5% | -12.8% | +0.1% |
| 7D | -0.4% | +10.9% | -11.3% | -1.8% |
| 30D | +6.4% | -16.4% | +22.8% | +8.1% |
| 3M | -3.1% | -39.9% | +36.9% | +2.0% |
| 6M | +6.4% | -63.2% | +69.6% | +16.7% |
| YTD | +15.3% | -27.1% | +42.4% | +12.9% |
| 1Y | +23.3% | +12.2% | +11.1% | +12.4% |
| 3Y | +93.6% | +584.3% | -490.7% | +20.1% |
| 5Y | +13.2% | +37.0% | -23.8% | -21.0% |
| All | +25.0% | +46.6% | -21.7% | -14.0% |
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