+90.5%
KRE vs CB
+74.3%
+16.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | -2.7% | -3.1% | +0.4% | -1.7% |
| 3M | +8.2% | +9.0% | -0.8% | +4.6% |
| 6M | +12.8% | +2.9% | +10.0% | +11.3% |
| YTD | +17.5% | +10.1% | +7.4% | +12.9% |
| 1Y | +16.6% | +22.8% | -6.2% | +7.5% |
| All | +90.5% | +74.3% | +16.2% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling