+83.8%
KRE vs PM
+264.7%
-180.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +6.1% | -3.2% | +9.3% | +7.4% |
| 3M | -5.9% | +6.2% | -12.1% | -8.7% |
| 6M | +9.6% | +7.7% | +1.9% | +5.2% |
| YTD | +14.2% | +27.3% | -13.1% | +0.5% |
| 1Y | +22.5% | +32.8% | -10.3% | +5.6% |
| 3Y | +90.4% | +150.0% | -59.6% | +11.4% |
| 5Y | +11.9% | +164.2% | -152.4% | -37.2% |
| All | +83.8% | +264.7% | -180.9% | -3.7% |
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