+121.9%
KRE vs CAH
+294.8%
-172.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -1.8% | -5.1% | +3.3% | +0.2% |
| 30D | -4.5% | +0.2% | -4.7% | -4.7% |
| 3M | +2.7% | +6.3% | -3.6% | +0.1% |
| 6M | +16.9% | +9.4% | +7.5% | +12.2% |
| YTD | +15.4% | +15.0% | +0.4% | +7.9% |
| 1Y | +16.1% | +55.4% | -39.4% | -4.9% |
| 3Y | +85.7% | +173.8% | -88.1% | +15.4% |
| 5Y | +33.3% | +395.2% | -361.9% | -38.3% |
| All | +121.9% | +294.8% | -172.9% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling