+11.8%
CRM vs KRE
+84.3%
-72.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -1.8% | -2.6% | -3.9% |
| 30D | +28.1% | -4.5% | +32.6% | +30.0% |
| 3M | +48.8% | +2.7% | +46.1% | +47.5% |
| 6M | +28.3% | +16.9% | +11.4% | +21.3% |
| YTD | -6.0% | +15.4% | -21.4% | -11.0% |
| 1Y | +1.4% | +16.1% | -14.6% | -4.4% |
| 3Y | +11.8% | +85.7% | -73.9% | -8.6% |
| All | +11.8% | +84.3% | -72.4% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling