-10.7%
CMG vs KRE
+17.8%
-28.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.9% |
| 7D | -2.8% | +1.3% | -4.1% | -3.5% |
| 30D | +7.1% | -2.7% | +9.8% | +8.5% |
| 3M | +31.2% | +8.2% | +23.0% | +25.0% |
| 6M | +0.7% | +12.8% | -12.1% | -6.9% |
| YTD | -0.1% | +17.5% | -17.6% | -9.5% |
| 1Y | -10.7% | +16.6% | -27.3% | -20.7% |
| All | -10.7% | +17.8% | -28.5% | -20.7% |
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