+121.6%
KRE vs PM
+217.1%
-95.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | -1.4% | +1.9% | -3.3% | -2.2% |
| 30D | -3.9% | +1.9% | -5.8% | -4.8% |
| 3M | +3.6% | +4.6% | -1.0% | +1.2% |
| 6M | +15.4% | +11.7% | +3.7% | +8.7% |
| YTD | +15.2% | +20.4% | -5.1% | +4.4% |
| 1Y | +16.5% | +19.0% | -2.5% | +5.6% |
| 3Y | +85.2% | +130.4% | -45.2% | +14.3% |
| 5Y | +33.1% | +131.5% | -98.4% | -18.8% |
| All | +121.6% | +217.1% | -95.4% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling