+11.4%
KRE vs CNP
+74.5%
-63.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | +6.1% | +3.8% | +2.3% | +4.6% |
| 3M | -5.9% | +2.4% | -8.3% | -6.9% |
| 6M | +9.6% | -1.2% | +10.8% | +9.7% |
| YTD | +14.2% | +9.3% | +4.9% | +9.5% |
| 1Y | +22.5% | +6.4% | +16.1% | +18.6% |
| 3Y | +90.4% | +66.4% | +24.0% | +47.5% |
| All | +11.4% | +74.5% | -63.1% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling