+27.3%
KRE vs PL
+84.9%
-57.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.3% | -9.3% | +10.6% | +2.4% |
| 30D | -2.7% | -18.9% | +16.2% | -0.4% |
| 3M | +8.2% | -58.4% | +66.6% | +18.2% |
| 6M | +12.8% | -30.3% | +43.1% | +13.4% |
| YTD | +17.5% | -8.1% | +25.6% | +12.8% |
| 1Y | +16.6% | +180.5% | -163.9% | -7.3% |
| 3Y | +79.5% | +444.1% | -364.7% | +16.0% |
| 5Y | +32.4% | +83.0% | -50.6% | -10.7% |
| All | +27.3% | +84.9% | -57.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling