+16.6%
KRE vs CAH
+65.8%
-49.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +1.3% | +5.4% | -4.1% | +0.8% |
| 30D | -2.7% | +3.3% | -6.0% | -3.0% |
| 3M | +8.2% | +22.8% | -14.6% | +6.4% |
| 6M | +12.8% | +11.3% | +1.6% | +11.3% |
| YTD | +17.5% | +21.1% | -3.6% | +15.7% |
| 1Y | +16.6% | +67.2% | -50.7% | +10.8% |
| All | +16.6% | +65.8% | -49.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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