+86.4%
KRE vs CTAS
+65.1%
+21.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.3% | 0.0% | +2.4% | +2.3% |
| 30D | -2.5% | -1.0% | -1.5% | -2.2% |
| 3M | +6.2% | +15.8% | -9.5% | -0.7% |
| 6M | +15.8% | -1.0% | +16.8% | +16.0% |
| YTD | +16.0% | +7.4% | +8.6% | +11.6% |
| 1Y | +16.2% | -0.1% | +16.3% | +15.5% |
| 3Y | +86.4% | +66.3% | +20.1% | +45.3% |
| All | +86.4% | +65.1% | +21.3% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling