+86.4%
KRE vs CCL
+55.0%
+31.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | +2.3% | -0.1% | +2.5% | +2.4% |
| 30D | -2.5% | -20.0% | +17.5% | +4.8% |
| 3M | +6.2% | -13.7% | +19.9% | +10.6% |
| 6M | +15.8% | -9.0% | +24.8% | +17.1% |
| YTD | +16.0% | -22.8% | +38.8% | +23.4% |
| 1Y | +16.2% | -25.3% | +41.5% | +24.1% |
| 3Y | +86.4% | +54.1% | +32.3% | +37.7% |
| All | +86.4% | +55.0% | +31.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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