+122.0%
KRE vs CNH
+157.1%
-35.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.2% |
| 7D | -1.1% | +1.8% | -2.9% | -2.1% |
| 30D | -3.4% | +32.6% | -36.0% | -16.7% |
| 3M | +3.7% | +29.4% | -25.7% | -10.4% |
| 6M | +14.8% | +26.0% | -11.2% | -0.9% |
| YTD | +14.7% | +52.2% | -37.6% | -10.7% |
| 1Y | +16.0% | +23.9% | -7.9% | -0.1% |
| 3Y | +84.3% | +10.1% | +74.1% | +62.2% |
| 5Y | +30.9% | +13.2% | +17.7% | +8.6% |
| 10Y | +122.0% | +160.7% | -38.7% | +6.7% |
| All | +122.0% | +157.1% | -35.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling