+333.5%
CAT vs KRE
+32.0%
+301.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | +5.6% | +2.3% | +3.2% | +4.3% |
| 30D | -2.3% | -2.5% | +0.2% | -1.0% |
| 3M | -10.0% | +6.2% | -16.2% | -13.2% |
| 6M | +21.2% | +15.8% | +5.4% | +11.8% |
| YTD | +44.4% | +16.0% | +28.5% | +33.0% |
| 1Y | +96.3% | +16.2% | +80.1% | +79.9% |
| 3Y | +203.9% | +86.4% | +117.5% | +115.5% |
| 5Y | +333.5% | +33.0% | +300.5% | +249.1% |
| All | +333.5% | +32.0% | +301.5% | +249.1% |
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 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