+316.1%
PEP vs KRE
+154.6%
+161.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.4% | +1.3% | -2.7% | -1.7% |
| 30D | +0.2% | -2.7% | +2.9% | +0.8% |
| 3M | -1.1% | +8.2% | -9.3% | -2.7% |
| 6M | -13.5% | +12.8% | -26.3% | -15.6% |
| YTD | -1.2% | +17.5% | -18.7% | -4.6% |
| 1Y | -1.6% | +16.6% | -18.1% | -5.0% |
| 3Y | -12.5% | +79.5% | -92.0% | -24.4% |
| 5Y | +3.0% | +32.4% | -29.4% | -6.6% |
| 10Y | +73.9% | +124.1% | -50.2% | +31.3% |
| All | +316.1% | +154.6% | +161.5% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling