+148.6%
KRE vs CIEN
+832.0%
-683.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.4% |
| 7D | +0.7% | +15.3% | -14.5% | -3.0% |
| 30D | +6.1% | -22.0% | +28.1% | +11.0% |
| 3M | -5.9% | -36.6% | +30.7% | +1.9% |
| 6M | +9.6% | -51.5% | +61.1% | +24.0% |
| YTD | +14.2% | +20.0% | -5.8% | -2.7% |
| 1Y | +22.5% | +44.5% | -21.9% | -1.9% |
| 3Y | +90.4% | +539.0% | -448.7% | -6.6% |
| 5Y | +11.9% | +356.8% | -345.0% | -41.4% |
| 10Y | +88.8% | +1,190.4% | -1,101.6% | -31.1% |
| All | +148.6% | +832.0% | -683.4% | -36.7% |
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