+149.8%
KRE vs CPRT
+2,074.2%
-1,924.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +0.3% | +4.0% | -3.7% | -1.9% |
| 30D | +5.9% | +18.2% | -12.3% | -3.6% |
| 3M | -3.3% | +9.2% | -12.5% | -9.3% |
| 6M | +5.8% | -4.8% | +10.7% | +6.0% |
| YTD | +14.7% | -17.5% | +32.2% | +23.6% |
| 1Y | +22.0% | -22.0% | +44.0% | +35.5% |
| 3Y | +91.6% | -33.7% | +125.3% | +128.7% |
| 5Y | +13.0% | -15.0% | +27.9% | +13.4% |
| 10Y | +94.0% | +385.2% | -291.2% | -35.8% |
| All | +149.8% | +2,074.2% | -1,924.4% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling