+47.0%
CVX vs KRE
+27.2%
+19.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.4% |
| 7D | -5.3% | +2.8% | -8.1% | -4.9% |
| 30D | +5.1% | +5.3% | -0.2% | +5.9% |
| 3M | +14.9% | -4.2% | +19.2% | +14.3% |
| 6M | +14.9% | +8.7% | +6.2% | +16.0% |
| YTD | +46.3% | +16.4% | +30.0% | +45.3% |
| 1Y | +47.0% | +26.9% | +20.1% | +44.2% |
| All | +47.0% | +27.2% | +19.8% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling