-28.8%
CLS vs KRE
-3.1%
-25.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.3% |
| 7D | -13.9% | +0.3% | -14.2% | -13.3% |
| 30D | -38.2% | +5.9% | -44.1% | -36.3% |
| 3M | -28.8% | -3.3% | -25.5% | -25.2% |
| All | -28.8% | -3.1% | -25.8% | -25.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling