+30.9%
KRE vs CCL
+1.3%
+29.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -1.1% | -4.4% | +3.3% | +0.2% |
| 30D | -3.4% | -18.2% | +14.8% | +2.1% |
| 3M | +3.7% | -17.7% | +21.4% | +8.9% |
| 6M | +14.8% | -13.0% | +27.8% | +17.5% |
| YTD | +14.7% | -24.5% | +39.1% | +21.6% |
| 1Y | +16.0% | -26.9% | +43.0% | +23.4% |
| 3Y | +84.3% | +50.8% | +33.5% | +56.0% |
| 5Y | +30.9% | -0.9% | +31.8% | +21.0% |
| All | +30.9% | +1.3% | +29.6% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling