+31.7%
KRE vs CPNG
-49.8%
+81.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -0.3% |
| 7D | -1.8% | -1.1% | -0.7% | -1.7% |
| 30D | -4.5% | -7.4% | +2.9% | -3.5% |
| 3M | +2.7% | -12.3% | +15.1% | +4.3% |
| 6M | +16.9% | -19.4% | +36.3% | +19.3% |
| YTD | +15.4% | -35.9% | +51.3% | +21.9% |
| 1Y | +16.1% | -53.4% | +69.5% | +29.2% |
| 3Y | +85.7% | -20.0% | +105.7% | +83.5% |
| All | +31.7% | -49.8% | +81.5% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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