+149.8%
KRE vs CPB
+20.5%
+129.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +0.3% | +2.9% | -2.6% | -0.6% |
| 30D | +5.9% | +17.6% | -11.7% | +0.6% |
| 3M | -3.3% | +2.0% | -5.4% | -4.5% |
| 6M | +5.8% | +11.6% | -5.8% | +1.2% |
| YTD | +14.7% | -13.8% | +28.5% | +18.1% |
| 1Y | +22.0% | -21.6% | +43.6% | +29.4% |
| 3Y | +91.6% | -35.8% | +127.4% | +112.2% |
| 5Y | +13.0% | -33.3% | +46.2% | +20.5% |
| 10Y | +94.0% | -39.4% | +133.4% | +99.5% |
| All | +149.8% | +20.5% | +129.3% | +46.3% |
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 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