+151.1%
KRE vs CIEN
+1,061.3%
-910.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -1.0% |
| 7D | -1.8% | +8.9% | -10.7% | -4.1% |
| 30D | -4.5% | -19.1% | +14.6% | +0.2% |
| 3M | +2.7% | -21.5% | +24.2% | +6.8% |
| 6M | +16.9% | +2.8% | +14.0% | +9.8% |
| YTD | +15.4% | +49.5% | -34.1% | -4.3% |
| 1Y | +16.1% | +163.8% | -147.7% | -19.2% |
| 3Y | +85.7% | +615.8% | -530.1% | -8.4% |
| 5Y | +33.3% | +548.4% | -515.1% | -34.6% |
| 10Y | +123.3% | +1,513.8% | -1,390.4% | -20.7% |
| All | +151.1% | +1,061.3% | -910.1% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling