+88.8%
KRE vs PTC
-2.7%
+91.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.6% | +2.3% |
| 7D | +1.3% | -10.3% | +11.6% | +4.5% |
| 30D | -2.7% | +1.1% | -3.8% | -3.5% |
| 3M | +8.2% | +1.6% | +6.6% | +6.7% |
| 6M | +12.8% | -13.5% | +26.3% | +18.1% |
| YTD | +17.5% | -19.1% | +36.5% | +26.2% |
| 1Y | +16.6% | -33.9% | +50.5% | +36.9% |
| All | +88.8% | -2.7% | +91.5% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling