+21.5%
KRE vs PM
+30.8%
-9.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.6% | -7.1% | +5.5% | -1.1% |
| 30D | +4.9% | -2.8% | +7.7% | +5.1% |
| 3M | -4.5% | +6.3% | -10.8% | -4.7% |
| 6M | +7.7% | +9.6% | -2.0% | +7.1% |
| YTD | +14.5% | +25.6% | -11.1% | +11.8% |
| 1Y | +21.5% | +29.7% | -8.1% | +18.2% |
| All | +21.5% | +30.8% | -9.3% | +18.2% |
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