+148.6%
KRE vs CHD
+1,579.9%
-1,431.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | +0.7% | +3.6% | -2.9% | -0.8% |
| 30D | +6.1% | +10.4% | -4.3% | +1.7% |
| 3M | -5.9% | +12.2% | -18.1% | -10.6% |
| 6M | +9.6% | +19.9% | -10.3% | +1.0% |
| YTD | +14.2% | +36.4% | -22.2% | -1.0% |
| 1Y | +22.5% | +35.1% | -12.6% | +6.5% |
| 3Y | +90.4% | +29.2% | +61.2% | +63.7% |
| 5Y | +11.9% | +33.4% | -21.5% | -8.3% |
| 10Y | +88.8% | +195.0% | -106.2% | -17.7% |
| All | +148.6% | +1,579.9% | -1,431.3% | -74.8% |
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 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