+34.0%
CDE vs KRE
+16.5%
+17.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -3.1% | -1.8% | -1.3% | -2.6% |
| 30D | +9.5% | -4.5% | +14.0% | +10.8% |
| 3M | +25.5% | +2.7% | +22.7% | +23.6% |
| 6M | -7.9% | +16.9% | -24.8% | -12.8% |
| YTD | +15.6% | +15.4% | +0.2% | +11.2% |
| 1Y | +34.0% | +16.1% | +18.0% | +26.7% |
| All | +34.0% | +16.5% | +17.5% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling