+122.0%
KRE vs CPB
-44.2%
+166.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -1.1% | -8.0% | +6.9% | -0.1% |
| 30D | -3.4% | -2.4% | -1.0% | -3.2% |
| 3M | +3.7% | +0.5% | +3.2% | +3.4% |
| 6M | +14.8% | -10.5% | +25.2% | +15.9% |
| YTD | +14.7% | -17.5% | +32.2% | +16.8% |
| 1Y | +16.0% | -31.0% | +47.0% | +20.9% |
| 3Y | +84.3% | -40.6% | +124.9% | +94.4% |
| 5Y | +30.9% | -37.7% | +68.6% | +36.7% |
| 10Y | +122.0% | -43.4% | +165.4% | +133.8% |
| All | +122.0% | -44.2% | +166.2% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling