+16.1%
KRE vs CARR
-5.9%
+22.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -1.8% | -3.8% | +1.9% | -1.0% |
| 30D | -4.5% | -8.9% | +4.4% | -2.7% |
| 3M | +2.7% | -17.3% | +20.1% | +6.4% |
| 6M | +16.9% | -1.4% | +18.2% | +14.6% |
| YTD | +15.4% | +10.0% | +5.4% | +8.1% |
| 1Y | +16.1% | -6.4% | +22.4% | +11.8% |
| All | +16.1% | -5.9% | +22.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling