+121.9%
KRE vs PSA
+102.6%
+19.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -1.8% | -1.8% | 0.0% | -1.1% |
| 30D | -4.5% | -8.4% | +3.9% | -1.2% |
| 3M | +2.7% | -7.8% | +10.6% | +5.9% |
| 6M | +16.9% | +0.8% | +16.1% | +16.0% |
| YTD | +15.4% | +16.5% | -1.1% | +8.1% |
| 1Y | +16.1% | +4.7% | +11.4% | +13.2% |
| 3Y | +85.7% | +21.1% | +64.7% | +68.6% |
| 5Y | +33.3% | +14.2% | +19.1% | +21.6% |
| All | +121.9% | +102.6% | +19.3% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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