+167.6%
KRE vs CARR
+425.9%
-258.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -3.4% | -8.7% | +5.3% | 0.0% |
| 3M | +3.7% | -18.4% | +22.1% | +11.4% |
| 6M | +14.8% | -0.6% | +15.4% | +12.7% |
| YTD | +14.7% | +10.9% | +3.7% | +7.2% |
| 1Y | +16.0% | -7.3% | +23.3% | +16.4% |
| 3Y | +84.3% | +2.9% | +81.4% | +73.6% |
| 5Y | +30.9% | +9.6% | +21.2% | +16.4% |
| All | +167.6% | +425.9% | -258.4% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling