+86.9%
KRE vs CART
+39.2%
+47.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +5.9% | +22.4% | -16.5% | +3.2% |
| 3M | -3.3% | +15.6% | -19.0% | -5.3% |
| 6M | +5.8% | +44.9% | -39.1% | +0.4% |
| YTD | +14.7% | +30.0% | -15.2% | +10.0% |
| 1Y | +22.0% | +56.6% | -34.6% | +13.4% |
| 3Y | +91.6% | +131.9% | -40.3% | +60.9% |
| All | +86.9% | +39.2% | +47.7% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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