+83.8%
KRE vs CI
+146.2%
-62.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.7% | +1.2% | -0.4% | +0.3% |
| 30D | +6.1% | +2.6% | +3.6% | +5.0% |
| 3M | -5.9% | +7.4% | -13.3% | -8.6% |
| 6M | +9.6% | -0.1% | +9.7% | +8.8% |
| YTD | +14.2% | +9.7% | +4.5% | +8.8% |
| 1Y | +22.5% | +12.1% | +10.4% | +15.7% |
| 3Y | +90.4% | +7.0% | +83.3% | +73.4% |
| 5Y | +11.9% | +49.7% | -37.8% | -15.4% |
| All | +83.8% | +146.2% | -62.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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