+10.9%
KRE vs CVE
+142.8%
-131.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +0.3% | -16.1% | +16.4% | +4.1% |
| 30D | +4.8% | -10.4% | +15.2% | +7.0% |
| 3M | -5.1% | -2.4% | -2.7% | -5.3% |
| 6M | +3.3% | -4.4% | +7.7% | +2.9% |
| YTD | +13.3% | +64.9% | -51.6% | -3.6% |
| 1Y | +22.9% | +66.0% | -43.2% | +4.1% |
| 3Y | +82.1% | +57.7% | +24.4% | +52.0% |
| All | +10.9% | +142.8% | -131.9% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling