+84.4%
KRE vs CL
+84.9%
-0.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +4.9% | +9.5% | -4.7% | +1.8% |
| 3M | -4.5% | +6.8% | -11.3% | -6.6% |
| 6M | +7.7% | +14.3% | -6.6% | +2.8% |
| YTD | +14.5% | +27.0% | -12.5% | +5.0% |
| 1Y | +21.5% | +26.3% | -4.7% | +11.5% |
| 3Y | +91.2% | +39.3% | +52.0% | +63.6% |
| 5Y | +11.8% | +41.5% | -29.7% | -6.2% |
| All | +84.4% | +84.9% | -0.5% | +42.9% |
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