+86.4%
KRE vs CFG
+193.0%
-106.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.4% |
| 7D | +2.3% | +2.7% | -0.4% | +0.2% |
| 30D | -2.5% | -3.7% | +1.2% | +0.4% |
| 3M | +6.2% | +9.5% | -3.2% | -1.6% |
| 6M | +15.8% | +22.2% | -6.4% | -2.2% |
| YTD | +16.0% | +22.3% | -6.3% | -2.3% |
| 1Y | +16.2% | +39.4% | -23.3% | -12.2% |
| 3Y | +86.4% | +188.5% | -102.1% | -21.8% |
| All | +86.4% | +193.0% | -106.6% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling