+147.8%
KRE vs PPL
+192.7%
-44.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.3% | -2.2% | +2.5% | +1.6% |
| 30D | +5.0% | +1.7% | +3.3% | +4.0% |
| 3M | -5.7% | +0.1% | -5.9% | -6.0% |
| 6M | +7.5% | -1.5% | +9.1% | +7.9% |
| YTD | +13.8% | +3.0% | +10.9% | +10.7% |
| 1Y | +20.7% | -1.4% | +22.1% | +20.1% |
| 3Y | +90.1% | +53.5% | +36.6% | +43.4% |
| 5Y | +11.5% | +46.4% | -34.9% | -14.6% |
| 10Y | +88.2% | +64.3% | +24.0% | +31.1% |
| All | +147.8% | +192.7% | -44.9% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling