+1,333.1%
CRWD vs KRE
+71.4%
+1,261.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +2.2% | -1.1% | +3.2% | +2.5% |
| 30D | -7.7% | -3.4% | -4.3% | -6.8% |
| 3M | +28.9% | +3.7% | +25.2% | +27.6% |
| 6M | +91.5% | +14.8% | +76.7% | +83.9% |
| YTD | +77.3% | +14.7% | +62.7% | +70.1% |
| 1Y | +96.3% | +16.0% | +80.3% | +87.5% |
| 3Y | +394.5% | +84.3% | +310.2% | +318.4% |
| 5Y | +213.5% | +30.9% | +182.6% | +187.3% |
| All | +1,333.1% | +71.4% | +1,261.7% | +1,173.5% |
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