+99.7%
KRE vs CF
+546.9%
-447.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | +0.3% | -3.2% | +3.4% | +1.1% |
| 30D | +4.8% | +4.3% | +0.5% | +3.1% |
| 3M | -5.1% | +2.8% | -7.9% | -6.8% |
| 6M | +3.3% | +0.6% | +2.7% | +1.2% |
| YTD | +13.3% | +56.6% | -43.3% | -7.9% |
| 1Y | +22.9% | +49.6% | -26.7% | +1.3% |
| 3Y | +82.1% | +61.5% | +20.6% | +39.8% |
| 5Y | +11.0% | +124.0% | -112.9% | -32.9% |
| All | +99.7% | +546.9% | -447.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling