+126.5%
KRE vs CSGP
+44.3%
+82.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.3% |
| 7D | +1.3% | -4.1% | +5.4% | +2.6% |
| 30D | -2.7% | +2.3% | -5.0% | -3.9% |
| 3M | +8.2% | -8.2% | +16.4% | +10.0% |
| 6M | +12.8% | -35.1% | +47.9% | +28.0% |
| YTD | +17.5% | -54.0% | +71.5% | +48.3% |
| 1Y | +16.6% | -65.3% | +81.9% | +62.6% |
| 3Y | +79.5% | -62.6% | +142.0% | +138.2% |
| 5Y | +32.4% | -64.8% | +97.2% | +74.7% |
| All | +126.5% | +44.3% | +82.3% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling