+114.8%
CSCO vs KRE
+31.8%
+83.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | 0.0% | -1.1% | +1.0% | +0.3% |
| 30D | -10.7% | -3.4% | -7.3% | -9.8% |
| 3M | -8.7% | +3.7% | -12.4% | -9.9% |
| 6M | +44.9% | +14.8% | +30.1% | +38.4% |
| YTD | +44.1% | +14.7% | +29.5% | +37.5% |
| 1Y | +65.9% | +16.0% | +49.9% | +57.3% |
| 3Y | +109.0% | +84.3% | +24.8% | +69.2% |
| 5Y | +114.8% | +30.9% | +83.9% | +95.4% |
| All | +114.8% | +31.8% | +83.0% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling