+16.6%
KRE vs CLX
-20.9%
+37.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.3% | -9.2% | +10.5% | +2.9% |
| 30D | -2.7% | -11.0% | +8.4% | -0.9% |
| 3M | +8.2% | +5.0% | +3.1% | +7.2% |
| 6M | +12.8% | -18.8% | +31.6% | +15.5% |
| YTD | +17.5% | -4.4% | +21.9% | +16.2% |
| 1Y | +16.6% | -21.9% | +38.4% | +16.2% |
| All | +16.6% | -20.9% | +37.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling