+30.9%
KRE vs CTAS
+110.0%
-79.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | +1.0% | -2.0% | -1.5% |
| 30D | -3.4% | -1.1% | -2.3% | -3.0% |
| 3M | +3.7% | +11.5% | -7.8% | -2.2% |
| 6M | +14.8% | +0.2% | +14.6% | +13.9% |
| YTD | +14.7% | +7.2% | +7.5% | +9.6% |
| 1Y | +16.0% | 0.0% | +16.0% | +14.9% |
| 3Y | +84.3% | +65.9% | +18.3% | +35.7% |
| 5Y | +30.9% | +109.6% | -78.7% | -17.6% |
| All | +30.9% | +110.0% | -79.2% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling