+26.9%
KRE vs PM
+48.8%
-21.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.6% |
| 7D | +2.8% | +4.3% | -1.5% | +2.6% |
| 30D | +5.3% | +11.5% | -6.2% | +4.7% |
| 3M | -4.2% | +13.0% | -17.3% | -4.9% |
| 6M | +8.7% | +25.9% | -17.2% | +7.0% |
| YTD | +16.4% | +34.0% | -17.6% | +12.9% |
| 1Y | +26.9% | +46.9% | -20.0% | +20.2% |
| All | +26.9% | +48.8% | -21.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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