+32.4%
KRE vs CLX
-36.6%
+69.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | -1.1% | -4.9% | +3.9% | -0.2% |
| 30D | -3.4% | -15.8% | +12.4% | -0.6% |
| 3M | +3.7% | -7.9% | +11.6% | +5.0% |
| 6M | +14.8% | -19.0% | +33.8% | +18.4% |
| YTD | +14.7% | -7.9% | +22.6% | +15.4% |
| 1Y | +16.0% | -25.4% | +41.4% | +20.9% |
| 3Y | +84.3% | -35.0% | +119.3% | +94.1% |
| All | +32.4% | -36.6% | +69.1% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling