+146.7%
KRE vs CL
+416.4%
-269.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.1% |
| 7D | +0.3% | +1.3% | -1.1% | -0.5% |
| 30D | +4.8% | +11.4% | -6.5% | -1.6% |
| 3M | -5.1% | +4.4% | -9.5% | -7.7% |
| 6M | +3.3% | +10.8% | -7.5% | -3.5% |
| YTD | +13.3% | +25.1% | -11.8% | -2.3% |
| 1Y | +22.9% | +28.0% | -5.1% | +4.3% |
| 3Y | +82.1% | +37.6% | +44.5% | +40.9% |
| 5Y | +11.0% | +39.7% | -28.7% | -16.8% |
| 10Y | +115.7% | +75.8% | +39.9% | +27.3% |
| All | +146.7% | +416.4% | -269.6% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling