+155.8%
KRE vs CLF
-10.0%
+165.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.2% |
| 7D | +1.3% | +7.6% | -6.3% | -0.2% |
| 30D | -2.7% | -1.2% | -1.5% | -2.6% |
| 3M | +8.2% | -13.4% | +21.6% | +9.9% |
| 6M | +12.8% | +15.4% | -2.6% | +7.3% |
| YTD | +17.5% | -5.9% | +23.4% | +15.3% |
| 1Y | +16.6% | +18.8% | -2.2% | +6.9% |
| 3Y | +79.5% | -19.4% | +98.9% | +69.4% |
| 5Y | +32.4% | -47.7% | +80.1% | +30.5% |
| 10Y | +124.1% | +130.4% | -6.2% | +45.0% |
| All | +155.8% | -10.0% | +165.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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