+2,567.5%
CLS vs KRE
+147.5%
+2,420.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +16.3% | +0.7% | +15.5% | +15.8% |
| 30D | -25.7% | +6.1% | -31.8% | -28.4% |
| 3M | -30.9% | -5.9% | -25.0% | -28.8% |
| 6M | -35.5% | +9.6% | -45.1% | -39.4% |
| YTD | -18.7% | +14.2% | -32.9% | -25.9% |
| 1Y | -17.9% | +22.5% | -40.4% | -28.3% |
| 3Y | +838.1% | +90.4% | +747.7% | +527.1% |
| 5Y | +1,971.9% | +11.9% | +1,960.0% | +1,730.5% |
| 10Y | +1,907.9% | +88.8% | +1,819.1% | +1,147.8% |
| All | +2,567.5% | +147.5% | +2,420.0% | +1,116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling