+412.9%
KRE vs CVE
+89.9%
+323.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +1.3% | +2.5% | -1.2% | +0.5% |
| 30D | -2.7% | +16.7% | -19.4% | -7.1% |
| 3M | +8.2% | +9.3% | -1.1% | +4.6% |
| 6M | +12.8% | +43.6% | -30.8% | -0.2% |
| YTD | +17.5% | +93.6% | -76.1% | -5.3% |
| 1Y | +16.6% | +98.8% | -82.2% | -7.2% |
| 3Y | +79.5% | +73.6% | +5.9% | +45.3% |
| 5Y | +32.4% | +312.5% | -280.1% | -21.3% |
| 10Y | +124.1% | +161.0% | -36.9% | +23.5% |
| All | +412.9% | +89.9% | +323.0% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling