+149.3%
KRE vs CPRT
+2,065.4%
-1,916.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.6% | -1.4% | -0.2% | -0.8% |
| 30D | +4.9% | +21.5% | -16.6% | -5.9% |
| 3M | -4.5% | +9.4% | -13.9% | -10.5% |
| 6M | +7.7% | -3.3% | +11.0% | +6.8% |
| YTD | +14.5% | -17.8% | +32.4% | +23.6% |
| 1Y | +21.5% | -22.2% | +43.7% | +35.1% |
| 3Y | +91.2% | -34.0% | +125.2% | +128.7% |
| 5Y | +11.8% | -15.4% | +27.2% | +12.5% |
| 10Y | +89.3% | +376.0% | -286.6% | -36.6% |
| All | +149.3% | +2,065.4% | -1,916.1% | -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