+20.7%
KRE vs CPRT
-22.3%
+43.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.3% | -1.5% | +1.8% | +0.5% |
| 30D | +5.0% | +21.4% | -16.3% | +2.3% |
| 3M | -5.7% | +10.4% | -16.1% | -7.7% |
| 6M | +7.5% | -4.3% | +11.8% | +7.9% |
| YTD | +13.8% | -18.3% | +32.1% | +16.9% |
| 1Y | +20.7% | -22.5% | +43.1% | +24.9% |
| All | +20.7% | -22.3% | +43.0% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling