+85.8%
KRE vs CAVA
+33.0%
+52.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.4% |
| 7D | -1.8% | -8.0% | +6.2% | -0.7% |
| 30D | -4.5% | -19.6% | +15.1% | -1.6% |
| 3M | +2.7% | -36.7% | +39.4% | +9.1% |
| 6M | +16.9% | -30.6% | +47.4% | +21.8% |
| YTD | +15.4% | -4.8% | +20.1% | +13.6% |
| 1Y | +16.1% | -13.1% | +29.2% | +15.3% |
| 3Y | +85.7% | +48.8% | +36.9% | +69.8% |
| All | +85.8% | +33.0% | +52.7% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 5y: compounded portfolio wealth divided by compounded CAVA 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…
5y analysis · Full analysis span regression · 6 months rolling