+84.6%
KRE vs CIEN
+600.5%
-515.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -1.1% | -4.6% | +3.5% | -0.6% |
| 30D | -3.4% | -12.8% | +9.4% | -2.1% |
| 3M | +3.7% | -23.1% | +26.8% | +6.1% |
| 6M | +14.8% | +6.1% | +8.7% | +9.3% |
| YTD | +14.7% | +44.5% | -29.9% | +2.0% |
| 1Y | +16.0% | +176.6% | -160.6% | -11.6% |
| All | +84.6% | +600.5% | -515.9% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling