+13.2%
KRE vs CNH
-6.4%
+19.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.2% | -2.4% |
| 7D | -0.4% | +8.6% | -8.9% | -3.6% |
| 30D | +6.4% | +12.6% | -6.1% | +1.3% |
| 3M | -3.1% | +17.5% | -20.6% | -10.5% |
| 6M | +6.4% | +18.1% | -11.7% | -3.0% |
| YTD | +15.3% | +40.4% | -25.1% | -3.9% |
| 1Y | +23.3% | +34.0% | -10.7% | +4.7% |
| 3Y | +93.6% | +35.3% | +58.3% | +57.6% |
| 5Y | +13.2% | -5.1% | +18.3% | +3.7% |
| All | +13.2% | -6.4% | +19.6% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling