+122.0%
KRE vs CI
+143.6%
-21.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.7% |
| 30D | -3.4% | +0.5% | -3.9% | -3.6% |
| 3M | +3.7% | -5.2% | +8.9% | +5.3% |
| 6M | +14.8% | +4.3% | +10.4% | +11.9% |
| YTD | +14.7% | +2.8% | +11.9% | +12.2% |
| 1Y | +16.0% | -5.8% | +21.8% | +16.0% |
| 3Y | +84.3% | +4.7% | +79.5% | +68.5% |
| 5Y | +30.9% | +42.7% | -11.8% | +0.8% |
| 10Y | +122.0% | +141.0% | -19.0% | +34.2% |
| All | +122.0% | +143.6% | -21.6% | +34.2% |
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