+90.9%
KRE vs CART
+135.4%
-44.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +4.9% | +23.1% | -18.2% | +2.1% |
| 3M | -4.5% | +19.2% | -23.7% | -6.8% |
| 6M | +7.7% | +45.7% | -38.0% | +1.9% |
| YTD | +14.5% | +30.9% | -16.4% | +9.6% |
| 1Y | +21.5% | +50.2% | -28.6% | +13.5% |
| All | +90.9% | +135.4% | -44.5% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling