+33.0%
KRE vs CNH
+7.1%
+25.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | +0.9% |
| 7D | +2.3% | +8.8% | -6.5% | -1.3% |
| 30D | -2.5% | +24.7% | -27.1% | -11.4% |
| 3M | +6.2% | +27.3% | -21.1% | -5.0% |
| 6M | +15.8% | +23.2% | -7.3% | +3.9% |
| YTD | +16.0% | +48.9% | -32.9% | -4.9% |
| 1Y | +16.2% | +19.4% | -3.2% | +4.7% |
| 3Y | +86.4% | +7.8% | +78.7% | +70.3% |
| 5Y | +33.0% | +8.7% | +24.2% | +15.5% |
| All | +33.0% | +7.1% | +25.8% | +15.5% |
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