+22.5%
KRE vs CTAS
+23.3%
-0.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | +6.1% | +8.4% | -2.3% | +4.1% |
| 3M | -5.9% | +13.0% | -18.9% | -8.6% |
| 6M | +9.6% | +39.1% | -29.5% | +0.3% |
| YTD | +14.2% | +21.2% | -7.0% | +7.3% |
| 1Y | +22.5% | +21.6% | +0.9% | +14.9% |
| All | +22.5% | +23.3% | -0.8% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling