+147.8%
KRE vs CPB
+17.7%
+130.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +0.3% | -5.8% | +6.1% | +2.1% |
| 30D | +5.0% | +16.5% | -11.5% | 0.0% |
| 3M | -5.7% | -1.1% | -4.6% | -6.0% |
| 6M | +7.5% | +11.5% | -4.0% | +2.8% |
| YTD | +13.8% | -15.7% | +29.6% | +18.1% |
| 1Y | +20.7% | -24.7% | +45.3% | +29.7% |
| 3Y | +90.1% | -37.3% | +127.4% | +112.0% |
| 5Y | +11.5% | -35.0% | +46.6% | +20.0% |
| 10Y | +88.2% | -41.0% | +129.3% | +95.4% |
| All | +147.8% | +17.7% | +130.2% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling