+86.8%
KRE vs CEG
+180.2%
-93.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.3% | +6.7% | -4.4% | +1.8% |
| 30D | -2.5% | +11.0% | -13.5% | -3.3% |
| 3M | +6.2% | +19.5% | -13.3% | +4.6% |
| 6M | +15.8% | -5.9% | +21.7% | +16.0% |
| YTD | +16.0% | -15.0% | +31.0% | +17.0% |
| 1Y | +16.2% | +0.6% | +15.5% | +14.9% |
| All | +86.8% | +180.2% | -93.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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