+151.0%
KRE vs CB
+1,015.2%
-864.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.1% |
| 7D | -0.4% | -1.5% | +1.1% | +0.7% |
| 30D | +6.4% | +6.5% | -0.1% | +1.4% |
| 3M | -3.1% | +4.1% | -7.1% | -6.2% |
| 6M | +6.4% | +14.4% | -8.0% | -5.0% |
| YTD | +15.3% | +17.5% | -2.2% | +0.4% |
| 1Y | +23.3% | +27.5% | -4.3% | +0.6% |
| 3Y | +93.6% | +71.6% | +22.0% | +22.1% |
| 5Y | +13.2% | +100.6% | -87.4% | -37.4% |
| 10Y | +103.1% | +243.0% | -139.9% | -27.3% |
| All | +151.0% | +1,015.2% | -864.2% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling