+1.8%
CMCSA vs KRE
+27.2%
-25.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.1% |
| 7D | +15.2% | +2.8% | +12.4% | +13.7% |
| 30D | +17.0% | +5.3% | +11.7% | +14.1% |
| 3M | +1.2% | -4.2% | +5.5% | +2.9% |
| 6M | -5.5% | +8.7% | -14.2% | -8.5% |
| YTD | -6.5% | +16.4% | -22.9% | -12.4% |
| 1Y | +1.8% | +26.9% | -25.1% | -8.4% |
| All | +1.8% | +27.2% | -25.4% | -8.4% |
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