+149.8%
KRE vs CLF
-7.4%
+157.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.5% |
| 7D | +0.3% | -9.1% | +9.3% | +1.9% |
| 30D | +5.9% | -0.9% | +6.8% | +5.2% |
| 3M | -3.3% | +3.0% | -6.3% | -5.3% |
| 6M | +5.8% | +16.7% | -10.8% | -0.3% |
| YTD | +14.7% | -3.2% | +17.9% | +10.5% |
| 1Y | +22.0% | +24.6% | -2.6% | +11.3% |
| 3Y | +91.6% | -22.3% | +113.9% | +80.2% |
| 5Y | +13.0% | -41.2% | +54.2% | +7.9% |
| 10Y | +94.0% | +83.5% | +10.5% | +30.0% |
| All | +149.8% | -7.4% | +157.2% | +10.9% |
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