+176.9%
KRE vs CNH
+42.8%
+134.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.0% |
| 7D | -1.6% | +6.7% | -8.3% | -4.7% |
| 30D | +4.9% | +7.2% | -2.3% | +1.1% |
| 3M | -4.5% | +17.5% | -22.0% | -12.9% |
| 6M | +7.7% | +15.0% | -7.3% | -2.2% |
| YTD | +14.5% | +36.8% | -22.2% | -5.3% |
| 1Y | +21.5% | +27.6% | -6.1% | +3.6% |
| 3Y | +91.2% | +34.3% | +56.9% | +53.6% |
| 5Y | +11.8% | -12.2% | +24.0% | +6.3% |
| 10Y | +89.3% | +113.9% | -24.5% | +14.5% |
| All | +176.9% | +42.8% | +134.1% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling