+94.0%
KRE vs CAPR
-68.2%
+162.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.9% | +9.5% | -0.3% |
| 7D | +0.3% | +7.6% | -7.4% | +0.1% |
| 30D | +5.9% | +13.3% | -7.4% | +5.6% |
| 3M | -3.3% | +130.4% | -133.7% | -5.2% |
| 6M | +5.8% | -70.8% | +76.7% | +6.6% |
| YTD | +14.7% | -69.3% | +84.0% | +15.3% |
| 1Y | +22.0% | +59.5% | -37.5% | +14.1% |
| 3Y | +91.6% | +216.8% | -125.2% | +70.6% |
| 5Y | +13.0% | +152.7% | -139.7% | -0.3% |
| 10Y | +94.0% | -68.2% | +162.2% | +60.2% |
| All | +94.0% | -68.2% | +162.2% | +60.2% |
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