+1,238.4%
CAT vs KRE
+148.6%
+1,089.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -26.8% | +5.9% | -32.7% | -29.3% |
| 3M | -30.0% | -3.3% | -26.7% | -28.8% |
| 6M | -34.6% | +5.8% | -40.4% | -37.1% |
| YTD | +2.9% | +14.7% | -11.8% | -5.3% |
| 1Y | +3.3% | +22.0% | -18.7% | -8.4% |
| 3Y | +153.7% | +91.6% | +62.1% | +70.1% |
| 5Y | +207.3% | +13.0% | +194.3% | +170.2% |
| 10Y | +674.0% | +94.0% | +580.0% | +368.3% |
| All | +1,238.4% | +148.6% | +1,089.7% | +509.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling