+147.1%
KRE vs CSGP
+489.2%
-342.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -1.8% |
| 7D | -0.8% | +13.9% | -14.6% | -6.4% |
| 30D | +3.2% | +16.0% | -12.8% | -4.6% |
| 3M | -6.0% | +6.1% | -12.1% | -10.5% |
| 6M | +4.6% | -8.2% | +12.8% | +4.7% |
| YTD | +13.5% | -52.3% | +65.9% | +49.0% |
| 1Y | +22.2% | -54.5% | +76.7% | +63.5% |
| 3Y | +79.8% | -58.6% | +138.4% | +143.5% |
| 5Y | +11.2% | -61.5% | +72.7% | +48.5% |
| 10Y | +116.1% | +74.7% | +41.4% | +18.7% |
| All | +147.1% | +489.2% | -342.0% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling