+72.2%
KRE vs CTVA
+208.7%
-136.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -1.8% | -4.5% | +2.7% | +0.6% |
| 30D | -4.5% | +11.3% | -15.8% | -10.0% |
| 3M | +2.7% | +12.3% | -9.6% | -4.8% |
| 6M | +16.9% | +7.2% | +9.7% | +10.5% |
| YTD | +15.4% | +26.0% | -10.6% | -0.8% |
| 1Y | +16.1% | +16.0% | +0.1% | +3.9% |
| 3Y | +85.7% | +73.9% | +11.8% | +28.2% |
| 5Y | +33.3% | +103.8% | -70.5% | -18.9% |
| All | +72.2% | +208.7% | -136.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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