+121.9%
KRE vs CBOE
+368.5%
-246.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.8% |
| 7D | -1.8% | -5.8% | +4.0% | -0.1% |
| 30D | -4.5% | -3.1% | -1.3% | -3.8% |
| 3M | +2.7% | -4.8% | +7.5% | +3.4% |
| 6M | +16.9% | -0.6% | +17.4% | +14.6% |
| YTD | +15.4% | +12.8% | +2.6% | +8.0% |
| 1Y | +16.1% | +19.8% | -3.7% | +6.1% |
| 3Y | +85.7% | +86.9% | -1.2% | +36.0% |
| 5Y | +33.3% | +136.5% | -103.3% | -14.3% |
| All | +121.9% | +368.5% | -246.6% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling