+16.2%
KRE vs CB
+22.5%
-6.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -0.9% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | -2.5% | -3.9% | +1.4% | -1.6% |
| 3M | +6.2% | +4.9% | +1.3% | +4.0% |
| 6M | +15.8% | +3.3% | +12.6% | +14.0% |
| YTD | +16.0% | +8.5% | +7.5% | +11.8% |
| 1Y | +16.2% | +22.1% | -5.9% | +6.1% |
| All | +16.2% | +22.5% | -6.3% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling