+155.8%
KRE vs CNP
+610.4%
-454.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +1.3% | +1.1% | +0.2% | +0.7% |
| 30D | -2.7% | -1.8% | -0.8% | -1.7% |
| 3M | +8.2% | -4.6% | +12.8% | +10.8% |
| 6M | +12.8% | -8.8% | +21.7% | +18.3% |
| YTD | +17.5% | +5.2% | +12.3% | +13.1% |
| 1Y | +16.6% | +8.3% | +8.3% | +10.0% |
| 3Y | +79.5% | +54.9% | +24.6% | +33.8% |
| 5Y | +32.4% | +73.5% | -41.1% | -9.5% |
| 10Y | +124.1% | +139.1% | -15.0% | +14.6% |
| All | +155.8% | +610.4% | -454.6% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling