+13.2%
KRE vs CFG
+68.3%
-55.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | -0.6% |
| 7D | -0.4% | +0.3% | -0.6% | -0.6% |
| 30D | +6.4% | +3.2% | +3.2% | +3.8% |
| 3M | -3.1% | -9.7% | +6.6% | +4.8% |
| 6M | +6.4% | +3.6% | +2.7% | +2.8% |
| YTD | +15.3% | +14.7% | +0.6% | +2.4% |
| 1Y | +23.3% | +29.6% | -6.3% | -0.8% |
| 3Y | +93.6% | +190.6% | -96.9% | -18.2% |
| 5Y | +13.2% | +67.1% | -53.9% | -28.6% |
| All | +13.2% | +68.3% | -55.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling