+121.9%
KRE vs CIEN
+1,531.8%
-1,409.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.9% |
| 7D | -1.8% | +8.9% | -10.7% | -3.7% |
| 30D | -4.5% | -19.1% | +14.6% | -0.5% |
| 3M | +2.7% | -21.5% | +24.2% | +6.4% |
| 6M | +16.9% | +2.8% | +14.0% | +10.0% |
| YTD | +15.4% | +49.5% | -34.1% | -3.5% |
| 1Y | +16.1% | +163.8% | -147.7% | -18.5% |
| 3Y | +85.7% | +615.8% | -530.1% | -9.6% |
| 5Y | +33.3% | +548.4% | -515.1% | -35.5% |
| All | +121.9% | +1,531.8% | -1,409.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling