+21.5%
KRE vs CPRT
-22.3%
+43.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +4.9% | +21.5% | -16.6% | +2.1% |
| 3M | -4.5% | +9.4% | -13.9% | -6.3% |
| 6M | +7.7% | -3.3% | +11.0% | +7.8% |
| YTD | +14.5% | -17.8% | +32.4% | +17.5% |
| 1Y | +21.5% | -22.2% | +43.7% | +25.7% |
| All | +21.5% | -22.3% | +43.9% | +25.7% |
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