+660.5%
CSCO vs KRE
+147.5%
+513.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.5% | -6.4% |
| 7D | +1.9% | +0.7% | +1.2% | +1.6% |
| 30D | -15.8% | +6.1% | -22.0% | -18.0% |
| 3M | -15.4% | -5.9% | -9.5% | -13.3% |
| 6M | -5.4% | +9.6% | -15.0% | -9.3% |
| YTD | +26.5% | +14.2% | +12.3% | +18.7% |
| 1Y | +25.9% | +22.5% | +3.4% | +14.5% |
| 3Y | +97.5% | +90.4% | +7.2% | +44.3% |
| 5Y | +93.0% | +11.9% | +81.2% | +72.3% |
| 10Y | +308.6% | +88.8% | +219.8% | +161.7% |
| All | +660.5% | +147.5% | +513.1% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling