+89.3%
KRE vs PR
+72.8%
+16.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +4.9% | -4.6% | +9.5% | +5.4% |
| 3M | -4.5% | +4.7% | -9.2% | -5.5% |
| 6M | +7.7% | +12.4% | -4.8% | +5.0% |
| YTD | +14.5% | +62.9% | -48.3% | +5.1% |
| 1Y | +21.5% | +70.6% | -49.0% | +10.7% |
| 3Y | +91.2% | +90.0% | +1.2% | +69.9% |
| 5Y | +11.8% | +255.5% | -243.8% | -12.1% |
| 10Y | +89.3% | +78.7% | +10.6% | +35.6% |
| All | +89.3% | +72.8% | +16.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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