+26.9%
KRE vs CL
+33.4%
-6.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.2% |
| 7D | +2.8% | +7.7% | -4.9% | +1.6% |
| 30D | +5.3% | +15.2% | -9.9% | +3.1% |
| 3M | -4.2% | +7.3% | -11.6% | -5.3% |
| 6M | +8.7% | +17.0% | -8.3% | +6.2% |
| YTD | +16.4% | +28.0% | -11.6% | +11.0% |
| 1Y | +26.9% | +32.1% | -5.2% | +20.2% |
| All | +26.9% | +33.4% | -6.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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