+13.2%
KRE vs CP
+27.1%
-13.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.6% |
| 7D | -0.4% | +2.8% | -3.2% | -1.9% |
| 30D | +6.4% | +11.3% | -4.9% | +0.1% |
| 3M | -3.1% | +2.9% | -5.9% | -4.8% |
| 6M | +6.4% | +9.8% | -3.4% | +0.3% |
| YTD | +15.3% | +28.5% | -13.2% | -1.5% |
| 1Y | +23.3% | +33.5% | -10.2% | +2.9% |
| 3Y | +93.6% | +31.9% | +61.7% | +58.8% |
| 5Y | +13.2% | +25.5% | -12.3% | -5.5% |
| All | +13.2% | +27.1% | -13.9% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling