+155.8%
KRE vs CME
+506.1%
-350.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.3% | -1.6% | +2.9% | +2.1% |
| 30D | -2.7% | +6.2% | -8.9% | -5.9% |
| 3M | +8.2% | +10.4% | -2.2% | +1.9% |
| 6M | +12.8% | -9.5% | +22.3% | +17.1% |
| YTD | +17.5% | +6.0% | +11.5% | +11.6% |
| 1Y | +16.6% | +9.3% | +7.3% | +8.6% |
| 3Y | +79.5% | +57.7% | +21.8% | +32.3% |
| 5Y | +32.4% | +77.7% | -45.3% | -10.7% |
| 10Y | +124.1% | +281.2% | -157.1% | -2.8% |
| All | +155.8% | +506.1% | -350.3% | -29.3% |
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