+183.3%
CAT vs KRE
+10.5%
+172.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -10.3% | +0.3% | -10.6% | -10.5% |
| 30D | -31.2% | +4.8% | -36.0% | -33.1% |
| 3M | -34.7% | -5.1% | -29.6% | -33.0% |
| 6M | -39.5% | +3.3% | -42.8% | -40.9% |
| YTD | -1.7% | +13.3% | -15.0% | -8.5% |
| 1Y | -1.1% | +22.9% | -24.0% | -11.9% |
| 3Y | +143.9% | +82.1% | +61.8% | +75.3% |
| All | +183.3% | +10.5% | +172.8% | +162.0% |
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