+155.8%
KRE vs PSA
+745.3%
-589.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.2% |
| 7D | +1.3% | -3.7% | +5.0% | +3.5% |
| 30D | -2.7% | -7.7% | +5.1% | +1.9% |
| 3M | +8.2% | -0.6% | +8.8% | +8.2% |
| 6M | +12.8% | -0.9% | +13.7% | +12.6% |
| YTD | +17.5% | +18.7% | -1.2% | +5.2% |
| 1Y | +16.6% | +7.6% | +8.9% | +10.1% |
| 3Y | +79.5% | +23.7% | +55.8% | +52.6% |
| 5Y | +32.4% | +13.7% | +18.8% | +14.2% |
| 10Y | +124.1% | +98.9% | +25.3% | +26.5% |
| All | +155.8% | +745.3% | -589.5% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling