+140.0%
KRE vs CAPR
-99.1%
+239.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +1.3% | -2.0% | +3.3% | +1.3% |
| 30D | -2.7% | +139.2% | -141.9% | -3.9% |
| 3M | +8.2% | -66.4% | +74.6% | +8.7% |
| 6M | +12.8% | -63.1% | +76.0% | +13.1% |
| YTD | +17.5% | -67.4% | +84.9% | +17.9% |
| 1Y | +16.6% | +58.2% | -41.7% | +11.7% |
| 3Y | +79.5% | +42.2% | +37.3% | +69.4% |
| 5Y | +32.4% | +87.3% | -54.8% | +23.8% |
| 10Y | +124.1% | -75.3% | +199.4% | +102.6% |
| All | +140.0% | -99.1% | +239.0% | +118.6% |
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