+83.6%
KRE vs CF
+73.9%
+9.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.7% |
| 7D | +1.3% | +6.0% | -4.7% | +1.0% |
| 30D | -2.7% | +14.8% | -17.5% | -3.4% |
| 3M | +8.2% | +14.1% | -5.9% | +7.4% |
| 6M | +12.8% | +28.5% | -15.7% | +9.0% |
| YTD | +17.5% | +74.9% | -57.4% | +7.9% |
| 1Y | +16.6% | +61.7% | -45.1% | +8.3% |
| All | +83.6% | +73.9% | +9.7% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling