+152.5%
KRE vs CCL
-15.8%
+168.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.7% |
| 7D | +2.3% | -0.1% | +2.5% | +2.4% |
| 30D | -2.5% | -20.0% | +17.5% | +6.5% |
| 3M | +6.2% | -13.7% | +19.9% | +11.6% |
| 6M | +15.8% | -9.0% | +24.8% | +17.4% |
| YTD | +16.0% | -22.8% | +38.8% | +24.6% |
| 1Y | +16.2% | -25.3% | +41.5% | +25.2% |
| 3Y | +86.4% | +54.1% | +32.3% | +41.0% |
| 5Y | +33.0% | +3.5% | +29.5% | +2.4% |
| 10Y | +123.0% | -41.0% | +164.0% | +64.6% |
| All | +152.5% | -15.8% | +168.3% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling