+121.9%
KRE vs CLX
-3.7%
+125.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | -1.8% | -5.7% | +3.9% | -1.3% |
| 30D | -4.5% | -17.0% | +12.5% | -2.9% |
| 3M | +2.7% | -9.7% | +12.4% | +3.6% |
| 6M | +16.9% | -19.8% | +36.7% | +18.7% |
| YTD | +15.4% | -9.8% | +25.2% | +16.1% |
| 1Y | +16.1% | -26.2% | +42.3% | +18.5% |
| 3Y | +85.7% | -36.2% | +121.9% | +90.4% |
| 5Y | +33.3% | -38.3% | +71.6% | +35.6% |
| All | +121.9% | -3.7% | +125.6% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling