+31.7%
KRE vs CHD
+20.9%
+10.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.8% | -4.5% | +2.6% | -1.2% |
| 30D | -4.5% | -6.7% | +2.2% | -3.7% |
| 3M | +2.7% | -2.7% | +5.5% | +3.1% |
| 6M | +16.9% | -4.9% | +21.8% | +17.4% |
| YTD | +15.4% | +13.3% | +2.0% | +13.5% |
| 1Y | +16.1% | +1.0% | +15.1% | +15.6% |
| 3Y | +85.7% | +1.3% | +84.4% | +83.0% |
| All | +31.7% | +20.9% | +10.8% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling