+155.8%
KRE vs CLX
+185.3%
-29.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +1.3% | -9.2% | +10.5% | +4.6% |
| 30D | -2.7% | -11.0% | +8.4% | +1.2% |
| 3M | +8.2% | +5.0% | +3.1% | +5.8% |
| 6M | +12.8% | -18.8% | +31.6% | +20.0% |
| YTD | +17.5% | -4.4% | +21.9% | +17.6% |
| 1Y | +16.6% | -21.9% | +38.4% | +25.0% |
| 3Y | +79.5% | -32.8% | +112.2% | +99.4% |
| 5Y | +32.4% | -34.6% | +67.0% | +44.1% |
| 10Y | +124.1% | -4.7% | +128.8% | +62.6% |
| All | +155.8% | +185.3% | -29.6% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling