+50.5%
KRE vs CLBK
+66.9%
-16.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | +2.3% | +1.1% | +1.2% | +1.5% |
| 30D | -2.5% | +7.8% | -10.3% | -8.2% |
| 3M | +6.2% | +23.9% | -17.6% | -10.7% |
| 6M | +15.8% | +42.3% | -26.5% | -12.8% |
| YTD | +16.0% | +65.4% | -49.4% | -22.9% |
| 1Y | +16.2% | +70.3% | -54.2% | -25.2% |
| 3Y | +86.4% | +54.5% | +32.0% | +26.3% |
| 5Y | +33.0% | +43.1% | -10.2% | -13.7% |
| All | +50.5% | +66.9% | -16.4% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling