+91.6%
KRE vs CSGP
-61.1%
+152.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | +0.3% | -3.2% | +3.4% | +0.9% |
| 30D | +5.9% | +2.2% | +3.7% | +4.9% |
| 3M | -3.3% | -3.7% | +0.3% | -3.4% |
| 6M | +5.8% | -7.4% | +13.3% | +6.2% |
| YTD | +14.7% | -54.9% | +69.6% | +39.8% |
| 1Y | +22.0% | -54.9% | +76.9% | +48.3% |
| 3Y | +91.6% | -61.9% | +153.5% | +133.9% |
| All | +91.6% | -61.1% | +152.7% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling