+150.8%
KRE vs CAKE
+383.4%
-232.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.5% |
| 7D | -1.4% | -5.6% | +4.2% | +1.1% |
| 30D | -3.9% | -10.5% | +6.6% | +0.5% |
| 3M | +3.6% | +43.6% | -40.0% | -12.9% |
| 6M | +15.4% | +63.0% | -47.7% | -9.1% |
| YTD | +15.2% | +102.9% | -87.7% | -18.1% |
| 1Y | +16.5% | +75.6% | -59.2% | -12.2% |
| 3Y | +85.2% | +257.7% | -172.6% | -1.7% |
| 5Y | +33.1% | +156.0% | -122.9% | -23.2% |
| 10Y | +123.1% | +150.5% | -27.5% | +5.2% |
| All | +150.8% | +383.4% | -232.6% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling