+10.6%
KRE vs CEG
+666.0%
-655.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.7% | +12.1% | -11.4% | -0.5% |
| 30D | +6.1% | +0.2% | +5.9% | +5.9% |
| 3M | -5.9% | +0.7% | -6.6% | -6.4% |
| 6M | +9.6% | +2.2% | +7.3% | +8.6% |
| YTD | +14.2% | -20.3% | +34.5% | +15.9% |
| 1Y | +22.5% | -16.1% | +38.6% | +23.2% |
| 3Y | +90.4% | +134.7% | -44.3% | +52.9% |
| All | +10.6% | +666.0% | -655.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling