+1,144.3%
CAT vs KRE
+124.8%
+1,019.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +0.6% | -1.8% | +2.4% | +1.6% |
| 30D | -4.3% | -4.5% | +0.2% | -1.8% |
| 3M | -8.6% | +2.7% | -11.4% | -10.3% |
| 6M | +16.1% | +16.9% | -0.7% | +6.0% |
| YTD | +43.8% | +15.4% | +28.4% | +32.1% |
| 1Y | +91.5% | +16.1% | +75.4% | +74.3% |
| 3Y | +202.7% | +85.7% | +117.0% | +106.2% |
| 5Y | +335.1% | +33.3% | +301.9% | +249.1% |
| All | +1,144.3% | +124.8% | +1,019.5% | +593.5% |
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