+152.5%
KRE vs CAH
+730.3%
-577.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | +0.1% |
| 7D | +2.3% | +0.5% | +1.9% | +2.1% |
| 30D | -2.5% | +1.7% | -4.2% | -3.5% |
| 3M | +6.2% | +17.9% | -11.6% | -2.7% |
| 6M | +15.8% | +10.9% | +4.9% | +9.0% |
| YTD | +16.0% | +17.9% | -1.9% | +4.9% |
| 1Y | +16.2% | +61.7% | -45.5% | -12.3% |
| 3Y | +86.4% | +183.7% | -97.3% | -0.2% |
| 5Y | +33.0% | +401.3% | -368.4% | -49.7% |
| 10Y | +123.0% | +293.7% | -170.7% | -12.5% |
| All | +152.5% | +730.3% | -577.8% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling