+83.8%
KRE vs PTC
+312.5%
-228.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.7% | +0.5% | +0.3% | +0.6% |
| 30D | +6.1% | +1.2% | +4.9% | +5.7% |
| 3M | -5.9% | +27.4% | -33.3% | -14.7% |
| 6M | +9.6% | +39.2% | -29.6% | -4.8% |
| YTD | +14.2% | +12.5% | +1.7% | +6.5% |
| 1Y | +22.5% | +12.3% | +10.2% | +14.3% |
| 3Y | +90.4% | +28.8% | +61.5% | +65.8% |
| 5Y | +11.9% | +60.9% | -49.0% | -11.9% |
| All | +83.8% | +312.5% | -228.6% | -0.3% |
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