+31.7%
KRE vs PPG
-24.1%
+55.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -1.8% | -6.2% | +4.4% | +1.7% |
| 30D | -4.5% | -7.9% | +3.4% | -0.1% |
| 3M | +2.7% | -10.2% | +13.0% | +8.3% |
| 6M | +16.9% | +2.7% | +14.2% | +13.0% |
| YTD | +15.4% | +4.9% | +10.5% | +9.3% |
| 1Y | +16.1% | -3.2% | +19.3% | +15.1% |
| 3Y | +85.7% | -17.0% | +102.7% | +100.5% |
| All | +31.7% | -24.1% | +55.7% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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