+269.1%
KRE vs PSX
+1,159.1%
-890.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.0% |
| 7D | +2.3% | +2.8% | -0.5% | +1.0% |
| 30D | -2.5% | +27.8% | -30.3% | -13.0% |
| 3M | +6.2% | +42.0% | -35.8% | -10.1% |
| 6M | +15.8% | +58.1% | -42.3% | -7.9% |
| YTD | +16.0% | +105.0% | -89.0% | -18.8% |
| 1Y | +16.2% | +104.9% | -88.7% | -19.0% |
| 3Y | +86.4% | +134.1% | -47.6% | +18.9% |
| 5Y | +33.0% | +363.8% | -330.9% | -41.8% |
| 10Y | +123.0% | +370.1% | -247.1% | -8.9% |
| All | +269.1% | +1,159.1% | -890.0% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling