+41.0%
CVS vs KRE
+124.5%
-83.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -2.0% | -1.4% | -0.5% | -1.5% |
| 30D | +1.9% | -3.9% | +5.8% | +3.2% |
| 3M | -2.2% | +3.6% | -5.8% | -3.4% |
| 6M | +26.7% | +15.4% | +11.4% | +20.5% |
| YTD | +22.9% | +15.2% | +7.7% | +16.6% |
| 1Y | +32.9% | +16.5% | +16.5% | +25.2% |
| 3Y | +62.3% | +85.2% | -22.9% | +26.8% |
| 5Y | +34.2% | +33.1% | +1.1% | +15.4% |
| All | +41.0% | +124.5% | -83.6% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling