+680.5%
CSCO vs KRE
+148.6%
+531.8%
-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 | -4.7% | +0.3% | -5.0% | -4.7% |
| 30D | -17.1% | +5.9% | -23.0% | -19.1% |
| 3M | -19.6% | -3.3% | -16.3% | -18.6% |
| 6M | +2.4% | +5.8% | -3.4% | -0.4% |
| YTD | +29.8% | +14.7% | +15.0% | +21.6% |
| 1Y | +38.7% | +22.0% | +16.7% | +26.4% |
| 3Y | +101.3% | +91.6% | +9.7% | +46.7% |
| 5Y | +94.8% | +13.0% | +81.9% | +73.2% |
| 10Y | +324.2% | +94.0% | +230.2% | +168.3% |
| All | +680.5% | +148.6% | +531.8% | +297.3% |
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