+123.0%
KRE vs PPL
+55.2%
+67.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +2.3% | +1.8% | +0.6% | +1.3% |
| 30D | -2.5% | -1.1% | -1.4% | -1.9% |
| 3M | +6.2% | 0.0% | +6.2% | +5.9% |
| 6M | +15.8% | -7.6% | +23.4% | +20.6% |
| YTD | +16.0% | +1.7% | +14.3% | +13.7% |
| 1Y | +16.2% | +1.5% | +14.6% | +13.7% |
| 3Y | +86.4% | +55.3% | +31.2% | +37.6% |
| 5Y | +33.0% | +37.7% | -4.8% | +4.6% |
| 10Y | +123.0% | +54.0% | +69.0% | +57.0% |
| All | +123.0% | +55.2% | +67.8% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling