+148.6%
KRE vs PSA
+840.4%
-691.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.7% | -1.4% | +2.2% | +1.6% |
| 30D | +6.1% | +15.2% | -9.1% | -2.4% |
| 3M | -5.9% | +2.2% | -8.1% | -7.3% |
| 6M | +9.6% | +11.7% | -2.1% | +2.1% |
| YTD | +14.2% | +32.0% | -17.8% | -4.2% |
| 1Y | +22.5% | +26.3% | -3.8% | +5.5% |
| 3Y | +90.4% | +52.4% | +38.0% | +42.8% |
| 5Y | +11.9% | +26.3% | -14.4% | -9.0% |
| 10Y | +88.8% | +132.3% | -43.5% | -2.6% |
| All | +148.6% | +840.4% | -691.8% | -57.3% |
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