+122.0%
KRE vs CFG
+308.1%
-186.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.5% |
| 7D | -1.1% | -0.6% | -0.5% | -0.6% |
| 30D | -3.4% | -4.5% | +1.1% | +0.1% |
| 3M | +3.7% | +6.3% | -2.6% | -1.3% |
| 6M | +14.8% | +20.6% | -5.8% | -1.1% |
| YTD | +14.7% | +21.2% | -6.6% | -1.7% |
| 1Y | +16.0% | +38.2% | -22.2% | -10.1% |
| 3Y | +84.3% | +185.9% | -101.7% | -18.6% |
| 5Y | +30.9% | +97.0% | -66.1% | -24.9% |
| 10Y | +122.0% | +306.8% | -184.8% | -31.8% |
| All | +122.0% | +308.1% | -186.2% | -31.8% |
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