+26.9%
KRE vs CLBK
+65.7%
-38.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +2.8% | +4.6% | -1.8% | +0.5% |
| 30D | +5.3% | -1.5% | +6.8% | +6.1% |
| 3M | -4.2% | +4.4% | -8.6% | -6.5% |
| 6M | +8.7% | +31.7% | -23.0% | -7.3% |
| YTD | +16.4% | +58.7% | -42.3% | -10.8% |
| 1Y | +26.9% | +64.9% | -38.0% | -6.0% |
| All | +26.9% | +65.7% | -38.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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