+121.6%
KRE vs CME
+280.4%
-158.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.4% | -2.4% | +1.0% | -0.3% |
| 30D | -3.9% | +6.2% | -10.1% | -6.7% |
| 3M | +3.6% | +4.4% | -0.7% | +0.9% |
| 6M | +15.4% | -9.6% | +25.0% | +19.8% |
| YTD | +15.2% | +3.8% | +11.4% | +11.0% |
| 1Y | +16.5% | +9.5% | +6.9% | +8.7% |
| 3Y | +85.2% | +51.9% | +33.2% | +38.1% |
| 5Y | +33.1% | +78.7% | -45.6% | -13.4% |
| All | +121.6% | +280.4% | -158.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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