+84.6%
KRE vs CG
+48.1%
+36.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | +0.6% |
| 7D | -1.1% | -6.4% | +5.4% | +1.9% |
| 30D | -3.4% | -7.1% | +3.7% | -0.5% |
| 3M | +3.7% | -1.6% | +5.3% | +3.5% |
| 6M | +14.8% | -8.3% | +23.1% | +17.6% |
| YTD | +14.7% | -23.8% | +38.5% | +27.6% |
| 1Y | +16.0% | -28.7% | +44.8% | +32.8% |
| All | +84.6% | +48.1% | +36.5% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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