+133.9%
KRE vs CAPR
-98.9%
+232.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.5% |
| 7D | -1.6% | +25.8% | -27.4% | -1.9% |
| 30D | +4.9% | +50.2% | -45.3% | +4.3% |
| 3M | -4.5% | +185.5% | -190.0% | -6.0% |
| 6M | +7.7% | -64.8% | +72.5% | +7.9% |
| YTD | +14.5% | -61.1% | +75.6% | +14.5% |
| 1Y | +21.5% | +81.0% | -59.4% | +16.2% |
| 3Y | +91.2% | +300.7% | -209.5% | +78.2% |
| 5Y | +11.8% | +223.3% | -211.6% | +3.7% |
| 10Y | +89.3% | -58.8% | +148.1% | +70.4% |
| All | +133.9% | -98.9% | +232.8% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling