-71.8%
PYPL vs KRE
+11.4%
-83.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +0.1% | +0.7% | -0.7% | -0.4% |
| 30D | +5.7% | +6.1% | -0.5% | +2.1% |
| 3M | -1.9% | -5.9% | +4.0% | +1.6% |
| 6M | +31.8% | +9.6% | +22.2% | +24.9% |
| YTD | +2.4% | +14.2% | -11.8% | -6.7% |
| 1Y | -8.2% | +22.5% | -30.8% | -20.2% |
| 3Y | +10.2% | +90.4% | -80.2% | -29.9% |
| All | -71.8% | +11.4% | -83.2% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling