+147.7%
KRE vs PR
+169.5%
-21.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | -2.7% | +18.0% | -20.7% | -5.2% |
| 3M | +8.2% | +16.9% | -8.7% | +5.3% |
| 6M | +12.8% | +28.2% | -15.4% | +7.9% |
| YTD | +17.5% | +69.3% | -51.8% | +7.6% |
| 1Y | +16.6% | +69.5% | -52.9% | +6.5% |
| 3Y | +79.5% | +81.7% | -2.2% | +60.8% |
| 5Y | +32.4% | +422.2% | -389.8% | -0.7% |
| 10Y | +124.1% | +110.4% | +13.8% | +58.3% |
| All | +147.7% | +169.5% | -21.8% | +78.0% |
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