+83.8%
KRE vs CVE
+149.3%
-65.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.7% | +5.9% | -5.2% | -0.8% |
| 30D | +6.1% | -10.9% | +17.0% | +9.0% |
| 3M | -5.9% | -4.5% | -1.4% | -5.4% |
| 6M | +9.6% | -1.0% | +10.6% | +8.3% |
| YTD | +14.2% | +74.7% | -60.5% | -4.9% |
| 1Y | +22.5% | +65.8% | -43.3% | +3.4% |
| 3Y | +90.4% | +73.2% | +17.2% | +55.2% |
| 5Y | +11.9% | +155.6% | -143.7% | -22.0% |
| All | +83.8% | +149.3% | -65.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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