+89.3%
KRE vs CNH
+113.9%
-24.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.1% |
| 7D | -1.6% | +6.7% | -8.3% | -4.9% |
| 30D | +4.9% | +7.2% | -2.3% | +0.8% |
| 3M | -4.5% | +17.5% | -22.0% | -13.6% |
| 6M | +7.7% | +15.0% | -7.3% | -3.1% |
| YTD | +14.5% | +36.8% | -22.2% | -7.1% |
| 1Y | +21.5% | +27.6% | -6.1% | +1.9% |
| 3Y | +91.2% | +34.3% | +56.9% | +49.2% |
| 5Y | +11.8% | -12.2% | +24.0% | +5.3% |
| 10Y | +89.3% | +113.9% | -24.5% | +8.2% |
| All | +89.3% | +113.9% | -24.5% | +8.2% |
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