+33.0%
KRE vs PTC
+1.8%
+31.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | +0.5% |
| 7D | +2.3% | -12.8% | +15.1% | +6.9% |
| 30D | -2.5% | -9.8% | +7.3% | +0.5% |
| 3M | +6.2% | -2.1% | +8.3% | +5.5% |
| 6M | +15.8% | -18.1% | +33.9% | +22.6% |
| YTD | +16.0% | -23.5% | +39.5% | +25.8% |
| 1Y | +16.2% | -37.4% | +53.5% | +36.4% |
| 3Y | +86.4% | -7.2% | +93.6% | +82.0% |
| 5Y | +33.0% | +2.7% | +30.3% | +24.6% |
| All | +33.0% | +1.8% | +31.1% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling