+49.6%
KRE vs CLBK
+65.5%
-15.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.8% | -1.5% | -0.4% | -0.7% |
| 30D | -4.5% | -1.0% | -3.5% | -3.8% |
| 3M | +2.7% | +22.9% | -20.2% | -13.1% |
| 6M | +16.9% | +44.2% | -27.3% | -13.0% |
| YTD | +15.4% | +64.0% | -48.6% | -22.9% |
| 1Y | +16.1% | +65.7% | -49.6% | -23.5% |
| 3Y | +85.7% | +54.1% | +31.7% | +26.0% |
| 5Y | +33.3% | +44.7% | -11.4% | -14.8% |
| All | +49.6% | +65.5% | -15.8% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling