+31.7%
KRE vs CNC
+10.7%
+21.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | -1.8% | -0.9% | -0.9% | -1.7% |
| 30D | -4.5% | -1.0% | -3.5% | -4.4% |
| 3M | +2.7% | +4.5% | -1.8% | +2.2% |
| 6M | +16.9% | +85.2% | -68.4% | +10.0% |
| YTD | +15.4% | +61.4% | -46.1% | +9.5% |
| 1Y | +16.1% | +94.9% | -78.8% | +7.7% |
| 3Y | +85.7% | 0.0% | +85.7% | +81.2% |
| All | +31.7% | +10.7% | +21.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling