+1,759.1%
CAT vs KRE
+154.6%
+1,604.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | +1.7% | +1.3% | +0.4% | +1.0% |
| 30D | -6.6% | -2.7% | -3.9% | -5.1% |
| 3M | -13.3% | +8.2% | -21.5% | -17.4% |
| 6M | +11.6% | +12.8% | -1.2% | +4.0% |
| YTD | +42.9% | +17.5% | +25.5% | +30.0% |
| 1Y | +95.4% | +16.6% | +78.9% | +77.6% |
| 3Y | +196.6% | +79.5% | +117.1% | +106.2% |
| 5Y | +321.7% | +32.4% | +289.2% | +238.5% |
| 10Y | +1,140.8% | +124.1% | +1,016.7% | +592.6% |
| All | +1,759.1% | +154.6% | +1,604.5% | +736.6% |
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