+155.8%
KRE vs CP
+1,062.8%
-907.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +1.3% | -2.7% | +4.0% | +2.9% |
| 30D | -2.7% | +0.2% | -2.8% | -2.9% |
| 3M | +8.2% | +2.6% | +5.6% | +6.2% |
| 6M | +12.8% | +6.0% | +6.8% | +8.2% |
| YTD | +17.5% | +24.9% | -7.4% | +1.7% |
| 1Y | +16.6% | +20.1% | -3.5% | +3.2% |
| 3Y | +79.5% | +16.4% | +63.1% | +59.5% |
| 5Y | +32.4% | +31.7% | +0.7% | +7.5% |
| 10Y | +124.1% | +223.9% | -99.7% | +5.6% |
| All | +155.8% | +1,062.8% | -907.0% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling