+122.0%
KRE vs PTC
+196.2%
-74.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | 0.0% |
| 7D | -1.1% | -13.6% | +12.5% | +3.9% |
| 30D | -3.4% | -14.7% | +11.3% | +1.6% |
| 3M | +3.7% | -5.9% | +9.6% | +4.4% |
| 6M | +14.8% | -21.1% | +35.9% | +22.6% |
| YTD | +14.7% | -26.0% | +40.7% | +25.0% |
| 1Y | +16.0% | -36.8% | +52.8% | +34.0% |
| 3Y | +84.3% | -10.3% | +94.5% | +83.7% |
| 5Y | +30.9% | +1.2% | +29.7% | +22.2% |
| 10Y | +122.0% | +198.3% | -76.3% | +30.7% |
| All | +122.0% | +196.2% | -74.2% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling