+33.0%
KRE vs CP
+34.0%
-1.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +2.3% | +2.4% | -0.1% | +0.9% |
| 30D | -2.5% | -0.5% | -2.0% | -2.3% |
| 3M | +6.2% | +1.4% | +4.8% | +5.0% |
| 6M | +15.8% | +10.3% | +5.5% | +8.7% |
| YTD | +16.0% | +24.3% | -8.3% | +1.1% |
| 1Y | +16.2% | +20.4% | -4.3% | +3.0% |
| 3Y | +86.4% | +21.8% | +64.6% | +60.7% |
| 5Y | +33.0% | +31.5% | +1.4% | +7.6% |
| All | +33.0% | +34.0% | -1.1% | +7.6% |
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