+2,766.3%
CMG vs KRE
+148.5%
+2,617.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.1% |
| 7D | -6.5% | -1.1% | -5.4% | -6.1% |
| 30D | +12.1% | -3.4% | +15.5% | +13.6% |
| 3M | +20.6% | +3.7% | +16.9% | +18.7% |
| 6M | +2.1% | +14.8% | -12.7% | -3.6% |
| YTD | -2.6% | +14.7% | -17.3% | -8.0% |
| 1Y | -8.7% | +16.0% | -24.7% | -14.3% |
| 3Y | -7.4% | +84.3% | -91.6% | -30.1% |
| 5Y | -5.7% | +30.9% | -36.5% | -20.0% |
| 10Y | +322.3% | +122.0% | +200.4% | +152.7% |
| All | +2,766.3% | +148.5% | +2,617.9% | +1,377.3% |
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