+184.1%
KRE vs CNH
+64.7%
+119.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.3% |
| 7D | +1.3% | +23.3% | -22.0% | -8.1% |
| 30D | -2.7% | +33.5% | -36.1% | -15.2% |
| 3M | +8.2% | +32.7% | -24.5% | -6.3% |
| 6M | +12.8% | +22.2% | -9.4% | +0.3% |
| YTD | +17.5% | +57.7% | -40.2% | -7.8% |
| 1Y | +16.6% | +28.0% | -11.4% | +0.4% |
| 3Y | +79.5% | +11.5% | +67.9% | +59.5% |
| 5Y | +32.4% | +11.9% | +20.6% | +13.8% |
| 10Y | +124.1% | +162.8% | -38.6% | +26.2% |
| All | +184.1% | +64.7% | +119.5% | +70.1% |
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