+11.5%
KRE vs PR
+269.8%
-258.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | +0.3% | +6.7% | -6.4% | -1.1% |
| 30D | +5.0% | -6.1% | +11.2% | +6.1% |
| 3M | -5.7% | +6.9% | -12.6% | -7.7% |
| 6M | +7.5% | +14.6% | -7.1% | +3.1% |
| YTD | +13.8% | +66.1% | -52.3% | -1.0% |
| 1Y | +20.7% | +77.0% | -56.4% | +3.2% |
| 3Y | +90.1% | +93.8% | -3.7% | +56.5% |
| 5Y | +11.5% | +268.2% | -256.7% | -23.3% |
| All | +11.5% | +269.8% | -258.3% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling