+16.6%
KRE vs CNC
+129.2%
-112.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.6% |
| 7D | +1.3% | +3.5% | -2.2% | +1.2% |
| 30D | -2.7% | +0.1% | -2.8% | -2.7% |
| 3M | +8.2% | +6.9% | +1.3% | +8.0% |
| 6M | +12.8% | +49.0% | -36.2% | +11.5% |
| YTD | +17.5% | +62.9% | -45.4% | +15.8% |
| 1Y | +16.6% | +134.0% | -117.4% | +14.8% |
| All | +16.6% | +129.2% | -112.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling