+121.9%
KRE vs PSX
+386.4%
-264.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | -1.8% | +1.7% | -3.5% | -2.7% |
| 30D | -4.5% | +15.6% | -20.1% | -11.2% |
| 3M | +2.7% | +46.5% | -43.7% | -15.7% |
| 6M | +16.9% | +55.0% | -38.2% | -8.1% |
| YTD | +15.4% | +105.3% | -89.9% | -22.1% |
| 1Y | +16.1% | +101.6% | -85.5% | -21.3% |
| 3Y | +85.7% | +134.1% | -48.4% | +12.7% |
| 5Y | +33.3% | +368.7% | -335.4% | -48.3% |
| All | +121.9% | +386.4% | -264.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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