+122.0%
KRE vs CAPR
-77.3%
+199.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -1.1% |
| 7D | -1.1% | -12.6% | +11.6% | -0.8% |
| 30D | -3.4% | +124.4% | -127.8% | -5.1% |
| 3M | +3.7% | -66.8% | +70.5% | +4.4% |
| 6M | +14.8% | -71.8% | +86.6% | +15.8% |
| YTD | +14.7% | -70.1% | +84.7% | +15.4% |
| 1Y | +16.0% | +33.3% | -17.3% | +9.0% |
| 3Y | +84.3% | +36.7% | +47.5% | +67.3% |
| 5Y | +30.9% | +72.5% | -41.6% | +16.6% |
| 10Y | +122.0% | -77.3% | +199.2% | +87.4% |
| All | +122.0% | -77.3% | +199.2% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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