+83.8%
KRE vs CPB
-38.9%
+122.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.1% |
| 7D | +0.7% | -1.6% | +2.3% | +0.9% |
| 30D | +6.1% | +19.2% | -13.1% | +3.7% |
| 3M | -5.9% | -0.9% | -5.0% | -6.0% |
| 6M | +9.6% | +15.2% | -5.6% | +7.2% |
| YTD | +14.2% | -13.1% | +27.3% | +15.5% |
| 1Y | +22.5% | -22.4% | +44.9% | +25.7% |
| 3Y | +90.4% | -35.3% | +125.7% | +98.6% |
| 5Y | +11.9% | -33.0% | +44.8% | +15.7% |
| All | +83.8% | -38.9% | +122.7% | +95.3% |
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