-19.3%
PYPL vs KRE
+16.5%
-35.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -2.3% | -1.8% | -0.4% | -1.7% |
| 30D | -9.0% | -4.5% | -4.5% | -7.9% |
| 3M | +30.6% | +2.7% | +27.8% | +29.9% |
| 6M | +18.6% | +16.9% | +1.7% | +14.6% |
| YTD | -7.2% | +15.4% | -22.5% | -13.4% |
| 1Y | -19.3% | +16.1% | -35.3% | -25.1% |
| All | -19.3% | +16.5% | -35.8% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling