-52.5%
CDE vs KRE
+149.7%
-202.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | -6.1% | -1.4% | -4.6% | -5.4% |
| 30D | +9.5% | -3.9% | +13.4% | +11.5% |
| 3M | +32.0% | +3.6% | +28.4% | +29.3% |
| 6M | -12.8% | +15.4% | -28.2% | -18.8% |
| YTD | +14.2% | +15.2% | -1.0% | +6.1% |
| 1Y | +36.3% | +16.5% | +19.8% | +25.2% |
| 3Y | +821.4% | +85.2% | +736.2% | +562.3% |
| 5Y | +194.3% | +33.1% | +161.2% | +142.1% |
| 10Y | +53.2% | +123.1% | -69.8% | -14.9% |
| All | -52.5% | +149.7% | -202.2% | -78.5% |
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