+22.0%
KRE vs PR
+67.7%
-45.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.4% |
| 7D | +0.3% | -9.5% | +9.8% | -0.3% |
| 30D | +5.9% | -5.7% | +11.6% | +5.4% |
| 3M | -3.3% | +3.0% | -6.3% | -3.2% |
| 6M | +5.8% | +11.8% | -6.0% | +6.5% |
| YTD | +14.7% | +58.5% | -43.7% | +7.7% |
| 1Y | +22.0% | +69.9% | -47.9% | +11.7% |
| All | +22.0% | +67.7% | -45.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling