+121.9%
KRE vs CTAS
+687.6%
-565.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.8% |
| 7D | -1.8% | +0.5% | -2.3% | -2.1% |
| 30D | -4.5% | -0.7% | -3.8% | -4.2% |
| 3M | +2.7% | +11.1% | -8.3% | -4.5% |
| 6M | +16.9% | +2.1% | +14.7% | +13.9% |
| YTD | +15.4% | +8.0% | +7.4% | +8.3% |
| 1Y | +16.1% | -0.5% | +16.6% | +14.6% |
| 3Y | +85.7% | +66.2% | +19.5% | +28.1% |
| 5Y | +33.3% | +109.2% | -75.9% | -22.8% |
| All | +121.9% | +687.6% | -565.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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