+90.4%
KRE vs CLBK
+54.0%
+36.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +0.7% | +0.9% | -0.1% | +0.2% |
| 30D | +6.1% | +3.4% | +2.7% | +3.8% |
| 3M | -5.9% | -4.3% | -1.6% | -3.4% |
| 6M | +9.6% | +28.4% | -18.8% | -7.9% |
| YTD | +14.2% | +59.4% | -45.2% | -17.6% |
| 1Y | +22.5% | +64.8% | -42.3% | -13.8% |
| 3Y | +90.4% | +50.6% | +39.8% | +41.2% |
| All | +90.4% | +54.0% | +36.4% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling