+31.7%
KRE vs CAKE
+157.8%
-126.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -1.8% | -4.5% | +2.7% | -0.3% |
| 30D | -4.5% | -12.4% | +7.9% | -0.3% |
| 3M | +2.7% | +37.3% | -34.6% | -9.2% |
| 6M | +16.9% | +70.7% | -53.9% | -5.2% |
| YTD | +15.4% | +106.0% | -90.6% | -13.1% |
| 1Y | +16.1% | +79.7% | -63.6% | -8.4% |
| 3Y | +85.7% | +267.8% | -182.1% | +10.6% |
| All | +31.7% | +157.8% | -126.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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