+40.5%
CSCO vs KRE
+20.6%
+19.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -11.3% | +5.0% | -16.4% | -12.1% |
| 3M | -17.3% | -5.7% | -11.6% | -16.0% |
| 6M | +3.5% | +7.5% | -4.0% | +1.6% |
| YTD | +34.9% | +13.8% | +21.0% | +32.0% |
| 1Y | +40.5% | +20.7% | +19.8% | +37.5% |
| All | +40.5% | +20.6% | +19.8% | +37.5% |
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 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