+16.6%
KRE vs CBOE
+29.2%
-12.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +1.3% | -3.6% | +4.9% | +1.2% |
| 30D | -2.7% | +5.1% | -7.8% | -2.5% |
| 3M | +8.2% | +4.6% | +3.6% | +8.3% |
| 6M | +12.8% | -0.3% | +13.1% | +12.9% |
| YTD | +17.5% | +19.8% | -2.3% | +17.6% |
| 1Y | +16.6% | +28.4% | -11.8% | +16.2% |
| All | +16.6% | +29.2% | -12.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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