+11.5%
KRE vs PL
+33.5%
-22.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | +0.3% | +22.3% | -22.0% | -2.1% |
| 30D | +5.0% | -8.3% | +13.3% | +5.6% |
| 3M | -5.7% | -43.3% | +37.5% | -0.2% |
| 6M | +7.5% | -65.8% | +73.3% | +19.1% |
| YTD | +13.8% | -29.5% | +43.4% | +11.9% |
| 1Y | +20.7% | +11.7% | +8.9% | +10.0% |
| 3Y | +90.1% | +540.6% | -450.4% | +19.0% |
| 5Y | +11.5% | +32.9% | -21.4% | -22.3% |
| All | +11.5% | +33.5% | -22.0% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling