+149.6%
KRE vs CNC
+950.2%
-800.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -1.1% | -4.9% | +3.8% | +0.1% |
| 30D | -3.4% | -3.8% | +0.4% | -2.6% |
| 3M | +3.7% | -3.2% | +7.0% | +4.1% |
| 6M | +14.8% | +47.9% | -33.1% | +2.3% |
| YTD | +14.7% | +55.7% | -41.0% | +0.2% |
| 1Y | +16.0% | +106.2% | -90.2% | -6.7% |
| 3Y | +84.3% | -2.1% | +86.3% | +68.3% |
| 5Y | +30.9% | +3.4% | +27.5% | +15.5% |
| 10Y | +122.0% | +91.7% | +30.3% | +58.1% |
| All | +149.6% | +950.2% | -800.6% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling