+86.4%
KRE vs CI
+3.7%
+82.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | +2.3% | -2.6% | +4.9% | +2.6% |
| 30D | -2.5% | -2.4% | -0.1% | -2.3% |
| 3M | +6.2% | -4.8% | +11.0% | +6.7% |
| 6M | +15.8% | +2.1% | +13.7% | +15.2% |
| YTD | +16.0% | +1.4% | +14.6% | +15.4% |
| 1Y | +16.2% | -6.8% | +22.9% | +16.3% |
| 3Y | +86.4% | +3.3% | +83.1% | +88.7% |
| All | +86.4% | +3.7% | +82.8% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling