+89.3%
KRE vs PM
+254.9%
-165.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -1.6% | -7.1% | +5.5% | +1.4% |
| 30D | +4.9% | -2.8% | +7.7% | +5.9% |
| 3M | -4.5% | +6.3% | -10.8% | -7.3% |
| 6M | +7.7% | +9.6% | -2.0% | +2.5% |
| YTD | +14.5% | +25.6% | -11.1% | +1.4% |
| 1Y | +21.5% | +29.7% | -8.1% | +5.9% |
| 3Y | +91.2% | +147.6% | -56.3% | +12.5% |
| 5Y | +11.8% | +160.1% | -148.3% | -36.7% |
| 10Y | +89.3% | +260.9% | -171.6% | +1.0% |
| All | +89.3% | +254.9% | -165.5% | +1.0% |
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