+55.6%
CVS vs KRE
+83.2%
-27.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | -0.3% | -3.4% | +3.1% | +0.5% |
| 3M | -1.1% | +3.7% | -4.8% | -2.0% |
| 6M | +23.7% | +14.8% | +8.9% | +19.6% |
| YTD | +23.0% | +14.7% | +8.3% | +18.6% |
| 1Y | +37.2% | +16.0% | +21.1% | +31.6% |
| All | +55.6% | +83.2% | -27.6% | +32.6% |
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