+23.4%
KRE vs CPNG
-76.7%
+100.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.9% | -0.9% |
| 7D | +2.3% | -6.3% | +8.6% | +3.2% |
| 30D | -2.5% | -8.7% | +6.3% | -1.4% |
| 3M | +6.2% | -2.4% | +8.7% | +5.9% |
| 6M | +15.8% | -22.3% | +38.2% | +18.6% |
| YTD | +16.0% | -37.2% | +53.2% | +22.2% |
| 1Y | +16.2% | -53.0% | +69.2% | +27.5% |
| 3Y | +86.4% | -20.0% | +106.4% | +84.9% |
| 5Y | +33.0% | -52.8% | +85.7% | +29.2% |
| All | +23.4% | -76.7% | +100.0% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling