+26.9%
KRE vs PNR
-31.2%
+58.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.1% |
| 7D | +2.8% | +11.9% | -9.1% | +0.7% |
| 30D | +5.3% | +37.1% | -31.8% | -0.8% |
| 3M | -4.2% | +5.7% | -9.9% | -5.0% |
| 6M | +8.7% | -5.7% | +14.4% | +9.8% |
| YTD | +16.4% | -29.8% | +46.2% | +25.0% |
| 1Y | +26.9% | -31.8% | +58.7% | +39.6% |
| All | +26.9% | -31.2% | +58.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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