+139.3%
KRE vs PR
+147.8%
-8.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.7% |
| 7D | -0.8% | -16.5% | +15.8% | +1.8% |
| 30D | +3.2% | -4.5% | +7.7% | +3.7% |
| 3M | -6.0% | +8.5% | -14.5% | -7.5% |
| 6M | +4.6% | -3.3% | +7.9% | +4.4% |
| YTD | +13.5% | +55.7% | -42.2% | +5.0% |
| 1Y | +22.2% | +82.0% | -59.8% | +10.3% |
| 3Y | +79.8% | +62.5% | +17.3% | +63.5% |
| 5Y | +11.2% | +223.9% | -212.7% | -11.2% |
| 10Y | +116.1% | +64.2% | +51.8% | +51.9% |
| All | +139.3% | +147.8% | -8.5% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling