+47.6%
CVS vs KRE
+91.7%
-44.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +6.6% | +0.7% | +5.8% | +6.4% |
| 30D | -0.4% | +6.1% | -6.6% | -1.9% |
| 3M | -5.3% | -5.9% | +0.6% | -4.1% |
| 6M | -7.7% | +9.6% | -17.3% | -9.7% |
| YTD | +16.0% | +14.2% | +1.9% | +12.0% |
| 1Y | +16.2% | +22.5% | -6.3% | +10.3% |
| 3Y | +47.6% | +90.4% | -42.8% | +31.7% |
| All | +47.6% | +91.7% | -44.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling