+151.1%
KRE vs CNQ
+671.2%
-520.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -4.5% | +6.2% | -10.7% | -6.6% |
| 3M | +2.7% | +12.4% | -9.6% | -2.1% |
| 6M | +16.9% | +9.0% | +7.8% | +11.4% |
| YTD | +15.4% | +52.2% | -36.9% | -3.0% |
| 1Y | +16.1% | +65.0% | -49.0% | -5.5% |
| 3Y | +85.7% | +78.8% | +6.9% | +43.7% |
| 5Y | +33.3% | +286.0% | -252.7% | -24.3% |
| 10Y | +123.3% | +420.7% | -297.4% | +1.2% |
| All | +151.1% | +671.2% | -520.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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