+33.1%
KRE vs CAG
-42.8%
+75.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.1% |
| 7D | -1.4% | -5.9% | +4.5% | -0.1% |
| 30D | -3.9% | -1.5% | -2.4% | -3.7% |
| 3M | +3.6% | +11.5% | -7.8% | +0.6% |
| 6M | +15.4% | -15.7% | +31.1% | +19.5% |
| YTD | +15.2% | -10.2% | +25.4% | +16.7% |
| 1Y | +16.5% | -18.1% | +34.5% | +20.7% |
| 3Y | +85.2% | -39.4% | +124.5% | +104.8% |
| 5Y | +33.1% | -42.6% | +75.7% | +49.3% |
| All | +33.1% | -42.8% | +75.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling