+1,179.0%
CAT vs KRE
+145.6%
+1,033.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.2% |
| 3M | -34.7% | -5.1% | -29.6% | -32.8% |
| 6M | -39.5% | +3.3% | -42.8% | -41.0% |
| YTD | -1.7% | +13.3% | -15.0% | -8.9% |
| 1Y | -1.1% | +22.9% | -24.0% | -12.7% |
| 3Y | +143.9% | +82.1% | +61.8% | +68.2% |
| 5Y | +194.8% | +11.0% | +183.7% | +161.6% |
| 10Y | +739.8% | +115.7% | +624.0% | +378.2% |
| All | +1,179.0% | +145.6% | +1,033.3% | +485.9% |
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