+121.6%
KRE vs CNP
+137.1%
-15.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.3% |
| 7D | -1.4% | -2.2% | +0.7% | -0.4% |
| 30D | -3.9% | -2.1% | -1.8% | -3.0% |
| 3M | +3.6% | -7.9% | +11.6% | +7.7% |
| 6M | +15.4% | -8.3% | +23.7% | +19.9% |
| YTD | +15.2% | +3.8% | +11.4% | +12.1% |
| 1Y | +16.5% | +5.9% | +10.6% | +11.9% |
| 3Y | +85.2% | +49.3% | +35.9% | +45.1% |
| 5Y | +33.1% | +69.3% | -36.2% | -4.1% |
| All | +121.6% | +137.1% | -15.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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