+147.8%
KRE vs CME
+583.0%
-435.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.3% | +2.7% | -2.4% | -1.1% |
| 30D | +5.0% | +13.5% | -8.5% | -1.9% |
| 3M | -5.7% | +20.9% | -26.7% | -15.0% |
| 6M | +7.5% | +11.5% | -4.0% | 0.0% |
| YTD | +13.8% | +19.5% | -5.6% | +1.3% |
| 1Y | +20.7% | +17.2% | +3.4% | +8.2% |
| 3Y | +90.1% | +65.1% | +25.0% | +37.0% |
| 5Y | +11.5% | +73.1% | -61.6% | -23.4% |
| 10Y | +88.2% | +305.3% | -217.1% | -21.0% |
| All | +147.8% | +583.0% | -435.1% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling