+91.6%
KRE vs CPB
-36.1%
+127.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +0.3% | +2.9% | -2.6% | -0.1% |
| 30D | +5.9% | +17.6% | -11.7% | +3.9% |
| 3M | -3.3% | +2.0% | -5.4% | -3.9% |
| 6M | +5.8% | +11.6% | -5.8% | +4.1% |
| YTD | +14.7% | -13.8% | +28.5% | +15.9% |
| 1Y | +22.0% | -21.6% | +43.6% | +24.8% |
| 3Y | +91.6% | -35.8% | +127.4% | +102.1% |
| All | +91.6% | -36.1% | +127.7% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling