+30.9%
KRE vs CME
+76.2%
-45.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -1.1% | -0.6% | -0.4% | -1.0% |
| 30D | -3.4% | +4.7% | -8.1% | -3.9% |
| 3M | +3.7% | +7.8% | -4.1% | +2.7% |
| 6M | +14.8% | -11.0% | +25.7% | +16.5% |
| YTD | +14.7% | +4.0% | +10.6% | +13.4% |
| 1Y | +16.0% | +9.1% | +6.9% | +13.7% |
| 3Y | +84.3% | +52.3% | +32.0% | +61.4% |
| 5Y | +30.9% | +76.1% | -45.2% | +1.5% |
| All | +30.9% | +76.2% | -45.4% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling