+22.0%
KRE vs CART
+51.1%
-29.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.3% |
| 3M | -3.3% | +15.6% | -19.0% | -3.8% |
| 6M | +5.8% | +44.9% | -39.1% | +4.9% |
| YTD | +14.7% | +30.0% | -15.2% | +12.5% |
| 1Y | +22.0% | +56.6% | -34.6% | +13.3% |
| All | +22.0% | +51.1% | -29.1% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling