+359.9%
CSCO vs KRE
+124.5%
+235.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | -10.8% | -3.9% | -6.9% | -9.6% |
| 3M | -9.2% | +3.6% | -12.9% | -10.5% |
| 6M | +39.5% | +15.4% | +24.2% | +32.2% |
| YTD | +41.5% | +15.2% | +26.3% | +33.9% |
| 1Y | +61.0% | +16.5% | +44.5% | +51.3% |
| 3Y | +105.2% | +85.2% | +20.1% | +59.4% |
| 5Y | +113.4% | +33.1% | +80.3% | +83.7% |
| All | +359.9% | +124.5% | +235.3% | +210.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling