+765.0%
CSCO vs KRE
+154.6%
+610.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | -10.1% | -2.7% | -7.4% | -9.1% |
| 3M | -15.7% | +8.2% | -23.9% | -18.6% |
| 6M | +36.3% | +12.8% | +23.5% | +29.0% |
| YTD | +43.8% | +17.5% | +26.3% | +33.5% |
| 1Y | +63.9% | +16.6% | +47.4% | +52.1% |
| 3Y | +104.4% | +79.5% | +24.9% | +52.8% |
| 5Y | +111.4% | +32.4% | +78.9% | +74.7% |
| 10Y | +361.7% | +124.1% | +237.5% | +172.4% |
| All | +765.0% | +154.6% | +610.4% | +336.3% |
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