+21.5%
KRE vs CI
+18.5%
+3.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | +4.9% | +6.4% | -1.5% | +3.9% |
| 3M | -4.5% | +10.7% | -15.2% | -6.0% |
| 6M | +7.7% | +5.5% | +2.2% | +6.3% |
| YTD | +14.5% | +11.4% | +3.1% | +11.2% |
| 1Y | +21.5% | +15.0% | +6.5% | +17.1% |
| All | +21.5% | +18.5% | +3.1% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling