+155.8%
KRE vs CHD
+1,361.0%
-1,205.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.3% | -2.7% | +4.0% | +2.5% |
| 30D | -2.7% | -4.6% | +1.9% | -0.8% |
| 3M | +8.2% | +5.0% | +3.2% | +5.6% |
| 6M | +12.8% | -3.2% | +16.0% | +13.9% |
| YTD | +17.5% | +18.6% | -1.1% | +8.2% |
| 1Y | +16.6% | +4.8% | +11.8% | +12.9% |
| 3Y | +79.5% | +6.1% | +73.3% | +67.9% |
| 5Y | +32.4% | +24.0% | +8.5% | +11.2% |
| 10Y | +124.1% | +124.5% | -0.3% | +14.3% |
| All | +155.8% | +1,361.0% | -1,205.2% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling