+31.7%
KRE vs PNR
-21.7%
+53.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -1.8% | -6.0% | +4.2% | +1.5% |
| 30D | -4.5% | -14.0% | +9.5% | +3.3% |
| 3M | +2.7% | -21.7% | +24.4% | +15.1% |
| 6M | +16.9% | -37.3% | +54.1% | +47.7% |
| YTD | +15.4% | -45.1% | +60.5% | +56.6% |
| 1Y | +16.1% | -49.1% | +65.2% | +65.4% |
| 3Y | +85.7% | -14.8% | +100.6% | +90.6% |
| All | +31.7% | -21.7% | +53.4% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling