+26.9%
KRE vs PTC
+0.1%
+26.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +5.3% | +1.5% | +3.8% | +5.3% |
| 3M | -4.2% | +37.8% | -42.0% | -5.1% |
| 6M | +8.7% | +41.2% | -32.5% | +7.4% |
| YTD | +16.4% | +12.0% | +4.3% | +21.5% |
| 1Y | +26.9% | +1.6% | +25.2% | +36.2% |
| All | +26.9% | +0.1% | +26.8% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling