+148.6%
KRE vs CME
+588.3%
-439.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +0.7% | +3.9% | -3.2% | -1.3% |
| 30D | +6.1% | +11.3% | -5.2% | +0.2% |
| 3M | -5.9% | +19.6% | -25.5% | -14.7% |
| 6M | +9.6% | +8.1% | +1.5% | +3.8% |
| YTD | +14.2% | +20.4% | -6.2% | +1.2% |
| 1Y | +22.5% | +16.5% | +6.0% | +10.3% |
| 3Y | +90.4% | +66.4% | +23.9% | +36.6% |
| 5Y | +11.9% | +74.5% | -62.6% | -23.5% |
| 10Y | +88.8% | +308.5% | -219.7% | -21.1% |
| All | +148.6% | +588.3% | -439.7% | -35.9% |
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