+123.0%
KRE vs CF
+589.1%
-466.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +2.3% | -0.9% | +3.3% | +2.6% |
| 30D | -2.5% | +18.1% | -20.6% | -7.8% |
| 3M | +6.2% | +23.4% | -17.1% | -1.4% |
| 6M | +15.8% | +17.1% | -1.3% | +6.4% |
| YTD | +16.0% | +76.2% | -60.2% | -8.5% |
| 1Y | +16.2% | +62.3% | -46.1% | -5.9% |
| 3Y | +86.4% | +71.8% | +14.6% | +42.0% |
| 5Y | +33.0% | +234.6% | -201.6% | -31.2% |
| 10Y | +123.0% | +574.3% | -451.3% | -12.6% |
| All | +123.0% | +589.1% | -466.1% | -12.6% |
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