+394.8%
KRE vs CVE
+61.8%
+332.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +0.3% | -16.1% | +16.4% | +5.1% |
| 30D | +4.8% | -10.4% | +15.2% | +7.6% |
| 3M | -5.1% | -2.4% | -2.7% | -5.1% |
| 6M | +3.3% | -4.4% | +7.7% | +2.9% |
| YTD | +13.3% | +64.9% | -51.6% | -4.9% |
| 1Y | +22.9% | +66.0% | -43.2% | +2.6% |
| 3Y | +82.1% | +57.7% | +24.4% | +50.9% |
| 5Y | +11.0% | +144.7% | -133.7% | -23.2% |
| 10Y | +115.7% | +139.2% | -23.5% | +21.2% |
| All | +394.8% | +61.8% | +332.9% | +206.5% |
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