+11.4%
KRE vs CSGP
-62.5%
+73.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | +6.1% | +2.8% | +3.3% | +4.7% |
| 3M | -5.9% | -6.3% | +0.4% | -5.3% |
| 6M | +9.6% | -3.2% | +12.8% | +8.5% |
| YTD | +14.2% | -54.0% | +68.2% | +39.4% |
| 1Y | +22.5% | -54.8% | +77.3% | +50.3% |
| 3Y | +90.4% | -60.6% | +150.9% | +139.9% |
| All | +11.4% | -62.5% | +73.9% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling