+26.9%
KRE vs CP
+35.2%
-8.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.3% |
| 7D | +2.8% | +5.6% | -2.8% | +0.5% |
| 30D | +5.3% | +10.0% | -4.7% | +1.2% |
| 3M | -4.2% | +4.4% | -8.6% | -6.1% |
| 6M | +8.7% | +14.1% | -5.4% | +2.4% |
| YTD | +16.4% | +29.1% | -12.7% | +2.3% |
| 1Y | +26.9% | +34.6% | -7.7% | +8.5% |
| All | +26.9% | +35.2% | -8.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling