+28.5%
CLS vs KRE
+16.4%
+12.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +5.0% | -1.4% | +6.4% | +5.1% |
| 30D | +4.8% | -3.9% | +8.7% | +5.3% |
| 3M | -10.4% | +3.6% | -14.0% | -10.2% |
| 6M | +20.8% | +15.4% | +5.4% | +19.4% |
| YTD | +10.0% | +15.2% | -5.2% | +9.3% |
| 1Y | +28.5% | +16.5% | +12.1% | +24.1% |
| All | +28.5% | +16.4% | +12.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling