+85.5%
KRE vs CCJ
+164.6%
-79.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.8% |
| 7D | -1.4% | -3.2% | +1.8% | -1.1% |
| 30D | -3.9% | -1.3% | -2.6% | -3.9% |
| 3M | +3.6% | +2.5% | +1.1% | +3.1% |
| 6M | +15.4% | -18.9% | +34.2% | +17.2% |
| YTD | +15.2% | +6.5% | +8.7% | +13.4% |
| 1Y | +16.5% | +22.8% | -6.4% | +12.1% |
| All | +85.5% | +164.6% | -79.1% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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