+83.8%
KRE vs CTAS
+812.5%
-728.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +0.7% | +1.7% | -1.0% | -0.3% |
| 30D | +6.1% | +8.4% | -2.3% | +0.9% |
| 3M | -5.9% | +13.0% | -18.9% | -13.0% |
| 6M | +9.6% | +39.1% | -29.5% | -11.7% |
| YTD | +14.2% | +21.2% | -7.0% | -0.3% |
| 1Y | +22.5% | +21.6% | +0.9% | +6.7% |
| 3Y | +90.4% | +73.2% | +17.1% | +28.4% |
| 5Y | +11.9% | +115.7% | -103.9% | -36.0% |
| All | +83.8% | +812.5% | -728.6% | -53.4% |
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