+82.1%
KRE vs CSGP
-60.4%
+142.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.8% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +4.8% | +10.7% | -5.9% | +2.0% |
| 3M | -5.1% | +3.3% | -8.4% | -6.7% |
| 6M | +3.3% | -10.3% | +13.6% | +4.4% |
| YTD | +13.3% | -54.6% | +67.9% | +37.8% |
| 1Y | +22.9% | -54.6% | +77.5% | +49.1% |
| 3Y | +82.1% | -60.3% | +142.4% | +113.5% |
| All | +82.1% | -60.4% | +142.5% | +113.5% |
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