+83.8%
KRE vs CFG
+216.2%
-132.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.2% |
| 7D | +0.7% | +3.2% | -2.4% | -1.7% |
| 30D | +6.1% | +5.1% | +1.0% | +2.1% |
| 3M | -5.9% | -11.2% | +5.3% | +2.8% |
| 6M | +9.6% | +9.6% | 0.0% | +1.7% |
| YTD | +14.2% | +15.0% | -0.8% | +1.8% |
| 1Y | +22.5% | +29.9% | -7.4% | -0.5% |
| 3Y | +90.4% | +192.1% | -101.7% | -16.9% |
| 5Y | +11.9% | +62.3% | -50.4% | -25.8% |
| All | +83.8% | +216.2% | -132.4% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling