+32.4%
KRE vs CPB
-38.4%
+70.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | +2.3% | -8.2% | +10.6% | +3.5% |
| 30D | -2.5% | -5.6% | +3.1% | -1.8% |
| 3M | +6.2% | +3.0% | +3.3% | +5.5% |
| 6M | +15.8% | -12.7% | +28.5% | +17.6% |
| YTD | +16.0% | -18.0% | +34.0% | +18.7% |
| 1Y | +16.2% | -31.7% | +47.9% | +22.4% |
| 3Y | +86.4% | -41.0% | +127.4% | +98.9% |
| All | +32.4% | -38.4% | +70.8% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling