+323.6%
KRE vs CBOE
+1,020.3%
-696.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -3.4% | +2.7% | -6.1% | -4.4% |
| 3M | +3.7% | +0.7% | +3.0% | +2.5% |
| 6M | +14.8% | -2.0% | +16.7% | +13.1% |
| YTD | +14.7% | +17.1% | -2.5% | +5.8% |
| 1Y | +16.0% | +26.5% | -10.5% | +3.8% |
| 3Y | +84.3% | +96.1% | -11.9% | +33.6% |
| 5Y | +30.9% | +149.3% | -118.4% | -15.8% |
| 10Y | +122.0% | +386.5% | -264.5% | +4.5% |
| All | +323.6% | +1,020.3% | -696.8% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling