+10.9%
KRE vs CB
+101.1%
-90.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | +0.3% | +0.2% | 0.0% | +0.1% |
| 30D | +4.8% | +9.1% | -4.3% | 0.0% |
| 3M | -5.1% | +3.4% | -8.5% | -6.9% |
| 6M | +3.3% | +14.1% | -10.8% | -4.7% |
| YTD | +13.3% | +18.0% | -4.7% | +2.1% |
| 1Y | +22.9% | +30.1% | -7.3% | +4.2% |
| 3Y | +82.1% | +71.8% | +10.3% | +24.2% |
| All | +10.9% | +101.1% | -90.2% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling