+4.6%
KRE vs CVE
-6.7%
+11.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.3% | -2.8% |
| 7D | -0.8% | -14.1% | +13.3% | -2.4% |
| 30D | +3.2% | -11.6% | +14.8% | +1.7% |
| 3M | -6.0% | 0.0% | -6.0% | -5.5% |
| 6M | +4.6% | -8.4% | +13.0% | +4.9% |
| All | +4.6% | -6.7% | +11.3% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling