+108.5%
CSCO vs KRE
+87.7%
+20.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.4% |
| 7D | -0.5% | +2.3% | -2.8% | -1.2% |
| 30D | -10.1% | -2.5% | -7.6% | -9.5% |
| 3M | -11.7% | +6.2% | -18.0% | -13.5% |
| 6M | +40.1% | +15.8% | +24.3% | +33.5% |
| YTD | +43.8% | +16.0% | +27.8% | +36.8% |
| 1Y | +66.6% | +16.2% | +50.4% | +58.2% |
| 3Y | +108.5% | +86.4% | +22.1% | +75.2% |
| All | +108.5% | +87.7% | +20.8% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling