+400.6%
CVS vs KRE
+151.4%
+249.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.6% | +2.3% | -3.9% | -2.3% |
| 30D | +0.4% | -2.5% | +2.9% | +1.2% |
| 3M | -0.4% | +6.2% | -6.7% | -2.5% |
| 6M | +25.1% | +15.8% | +9.3% | +18.9% |
| YTD | +23.9% | +16.0% | +7.9% | +17.3% |
| 1Y | +41.1% | +16.2% | +24.9% | +33.0% |
| 3Y | +63.6% | +86.4% | -22.8% | +28.2% |
| 5Y | +31.5% | +33.0% | -1.4% | +13.0% |
| 10Y | +40.5% | +123.0% | -82.5% | -4.8% |
| All | +400.6% | +151.4% | +249.2% | +200.7% |
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 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