+363.2%
KRE vs PSLV
+109.5%
+253.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.8% | -3.5% | +1.6% | -1.7% |
| 30D | -4.5% | -2.1% | -2.3% | -4.4% |
| 3M | +2.7% | -1.6% | +4.4% | +2.7% |
| 6M | +16.9% | -25.5% | +42.4% | +18.3% |
| YTD | +15.4% | -11.4% | +26.8% | +14.7% |
| 1Y | +16.1% | +48.6% | -32.5% | +11.5% |
| 3Y | +85.7% | +166.9% | -81.2% | +71.8% |
| 5Y | +33.3% | +152.4% | -119.1% | +23.0% |
| 10Y | +123.3% | +187.8% | -64.4% | +102.2% |
| All | +363.2% | +109.5% | +253.7% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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