+155.8%
KRE vs CL
+372.0%
-216.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | +1.3% | -2.2% | +3.5% | +2.6% |
| 30D | -2.7% | -4.8% | +2.2% | +0.1% |
| 3M | +8.2% | +4.9% | +3.3% | +4.7% |
| 6M | +12.8% | -5.7% | +18.5% | +15.8% |
| YTD | +17.5% | +14.4% | +3.1% | +6.9% |
| 1Y | +16.6% | +8.7% | +7.8% | +8.8% |
| 3Y | +79.5% | +30.0% | +49.5% | +43.1% |
| 5Y | +32.4% | +28.4% | +4.1% | +4.3% |
| 10Y | +124.1% | +50.1% | +74.0% | +47.8% |
| All | +155.8% | +372.0% | -216.2% | -39.4% |
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