+33.1%
KRE vs CTVA
+102.0%
-68.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.4% | -4.7% | +3.2% | +0.6% |
| 30D | -3.9% | +11.1% | -15.0% | -8.2% |
| 3M | +3.6% | +13.7% | -10.1% | -3.1% |
| 6M | +15.4% | +11.2% | +4.2% | +8.4% |
| YTD | +15.2% | +26.9% | -11.7% | +1.4% |
| 1Y | +16.5% | +18.8% | -2.4% | +5.2% |
| 3Y | +85.2% | +75.9% | +9.2% | +37.3% |
| 5Y | +33.1% | +105.2% | -72.1% | -10.4% |
| All | +33.1% | +102.0% | -68.9% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling