+75.7%
PEP vs KRE
+124.5%
-48.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.4% | -1.4% | +0.1% | -1.1% |
| 30D | -0.2% | -3.9% | +3.7% | +0.4% |
| 3M | -4.3% | +3.6% | -7.9% | -4.9% |
| 6M | -13.2% | +15.4% | -28.6% | -15.3% |
| YTD | -1.9% | +15.2% | -17.1% | -4.4% |
| 1Y | -0.3% | +16.5% | -16.8% | -3.2% |
| 3Y | -13.6% | +85.2% | -98.8% | -24.3% |
| 5Y | +3.4% | +33.1% | -29.7% | -4.5% |
| All | +75.7% | +124.5% | -48.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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