+86.4%
KRE vs CCI
-10.9%
+97.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +2.3% | +0.2% | +2.2% | +2.3% |
| 30D | -2.5% | +0.5% | -3.0% | -2.6% |
| 3M | +6.2% | -16.3% | +22.5% | +9.4% |
| 6M | +15.8% | -13.9% | +29.8% | +18.5% |
| YTD | +16.0% | -12.4% | +28.4% | +18.1% |
| 1Y | +16.2% | -15.2% | +31.4% | +18.9% |
| 3Y | +86.4% | -9.9% | +96.3% | +73.2% |
| All | +86.4% | -10.9% | +97.3% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling