+151.1%
KRE vs CGNX
+1,161.2%
-1,010.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.4% |
| 7D | -1.8% | +3.2% | -5.0% | -3.0% |
| 30D | -4.5% | +6.0% | -10.5% | -6.9% |
| 3M | +2.7% | +3.5% | -0.8% | -0.1% |
| 6M | +16.9% | +26.3% | -9.4% | +4.2% |
| YTD | +15.4% | +79.2% | -63.9% | -13.7% |
| 1Y | +16.1% | +43.8% | -27.7% | -6.5% |
| 3Y | +85.7% | +52.0% | +33.8% | +39.6% |
| 5Y | +33.3% | -24.0% | +57.3% | +26.4% |
| 10Y | +123.3% | +189.1% | -65.8% | +6.9% |
| All | +151.1% | +1,161.2% | -1,010.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 all: compounded portfolio wealth divided by compounded CGNX 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…
all analysis · Full analysis span regression · 6 months rolling