+234.2%
KRE vs PM
+752.6%
-518.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.6% |
| 7D | +1.3% | -4.9% | +6.2% | +4.0% |
| 30D | -2.7% | -3.4% | +0.7% | -1.1% |
| 3M | +8.2% | +5.2% | +3.0% | +4.6% |
| 6M | +12.8% | +3.7% | +9.1% | +8.6% |
| YTD | +17.5% | +15.8% | +1.7% | +6.0% |
| 1Y | +16.6% | +17.4% | -0.8% | +3.7% |
| 3Y | +79.5% | +116.9% | -37.5% | +5.8% |
| 5Y | +32.4% | +117.3% | -84.9% | -23.1% |
| 10Y | +124.1% | +193.8% | -69.6% | +1.5% |
| All | +234.2% | +752.6% | -518.4% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling