+33.0%
KRE vs PM
+122.3%
-89.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | -2.5% | -2.6% | +0.1% | -1.9% |
| 3M | +6.2% | +5.8% | +0.4% | +4.4% |
| 6M | +15.8% | +10.6% | +5.3% | +12.0% |
| YTD | +16.0% | +17.2% | -1.2% | +9.8% |
| 1Y | +16.2% | +17.6% | -1.5% | +9.5% |
| 3Y | +86.4% | +124.3% | -37.8% | +23.1% |
| 5Y | +33.0% | +125.1% | -92.1% | -12.3% |
| All | +33.0% | +122.3% | -89.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling