+26.9%
KRE vs CHD
+30.9%
-4.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.1% |
| 7D | +2.8% | +6.9% | -4.1% | +1.1% |
| 30D | +5.3% | +17.1% | -11.8% | +1.5% |
| 3M | -4.2% | +9.1% | -13.3% | -6.2% |
| 6M | +8.7% | +21.4% | -12.7% | +3.9% |
| YTD | +16.4% | +34.9% | -18.5% | +6.3% |
| 1Y | +26.9% | +31.0% | -4.2% | +17.8% |
| All | +26.9% | +30.9% | -4.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling