+123.0%
KRE vs CL
+51.8%
+71.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.3% | -1.4% | +3.7% | +2.8% |
| 30D | -2.5% | -5.2% | +2.7% | -0.9% |
| 3M | +6.2% | +3.3% | +2.9% | +4.9% |
| 6M | +15.8% | -4.4% | +20.2% | +17.0% |
| YTD | +16.0% | +13.9% | +2.1% | +10.4% |
| 1Y | +16.2% | +7.6% | +8.5% | +12.5% |
| 3Y | +86.4% | +29.6% | +56.8% | +63.3% |
| 5Y | +33.0% | +28.1% | +4.9% | +15.8% |
| 10Y | +123.0% | +53.4% | +69.6% | +80.3% |
| All | +123.0% | +51.8% | +71.2% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling