+30.9%
KRE vs PSA
+10.8%
+20.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.2% |
| 7D | -1.1% | -2.2% | +1.2% | -0.2% |
| 30D | -3.4% | -9.6% | +6.2% | +0.6% |
| 3M | +3.7% | -7.9% | +11.6% | +7.0% |
| 6M | +14.8% | -2.0% | +16.8% | +15.2% |
| YTD | +14.7% | +15.7% | -1.1% | +7.3% |
| 1Y | +16.0% | +5.8% | +10.2% | +12.4% |
| 3Y | +84.3% | +21.6% | +62.7% | +64.5% |
| 5Y | +30.9% | +13.1% | +17.7% | +20.1% |
| All | +30.9% | +10.8% | +20.0% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling