+89.3%
KRE vs CI
+149.2%
-59.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | +4.9% | +6.4% | -1.5% | +2.4% |
| 3M | -4.5% | +10.7% | -15.2% | -8.3% |
| 6M | +7.7% | +5.5% | +2.2% | +4.6% |
| YTD | +14.5% | +11.4% | +3.1% | +8.5% |
| 1Y | +21.5% | +15.0% | +6.5% | +13.7% |
| 3Y | +91.2% | +9.0% | +82.3% | +73.0% |
| 5Y | +11.8% | +52.0% | -40.2% | -16.0% |
| 10Y | +89.3% | +150.9% | -61.6% | +13.4% |
| All | +89.3% | +149.2% | -59.8% | +13.4% |
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