+94.0%
KRE vs CB
+246.9%
-152.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -1.6% |
| 7D | +0.3% | +0.7% | -0.4% | -0.3% |
| 30D | +5.9% | +8.2% | -2.3% | -0.1% |
| 3M | -3.3% | +6.3% | -9.6% | -7.8% |
| 6M | +5.8% | +16.2% | -10.3% | -6.4% |
| YTD | +14.7% | +19.3% | -4.6% | -1.1% |
| 1Y | +22.0% | +29.2% | -7.2% | -1.2% |
| 3Y | +91.6% | +71.4% | +20.2% | +20.0% |
| 5Y | +13.0% | +104.2% | -91.3% | -39.7% |
| 10Y | +94.0% | +246.7% | -152.7% | -32.1% |
| All | +94.0% | +246.9% | -152.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling