+20.7%
KRE vs CPB
-25.8%
+46.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.3% | -5.8% | +6.1% | +0.9% |
| 30D | +5.0% | +16.5% | -11.5% | +3.6% |
| 3M | -5.7% | -1.1% | -4.6% | -6.1% |
| 6M | +7.5% | +11.5% | -4.0% | +6.3% |
| YTD | +13.8% | -15.7% | +29.6% | +13.1% |
| 1Y | +20.7% | -24.7% | +45.3% | +23.4% |
| All | +20.7% | -25.8% | +46.5% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling