+84.6%
KRE vs PSX
+134.3%
-49.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -1.1% | +1.8% | -2.9% | -1.7% |
| 30D | -3.4% | +21.6% | -25.0% | -9.6% |
| 3M | +3.7% | +46.5% | -42.8% | -9.5% |
| 6M | +14.8% | +62.0% | -47.2% | -4.9% |
| YTD | +14.7% | +106.3% | -91.7% | -15.1% |
| 1Y | +16.0% | +103.0% | -87.0% | -13.9% |
| All | +84.6% | +134.3% | -49.7% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling