+31.7%
KRE vs CMI
+164.8%
-133.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -4.5% | -12.4% | +7.9% | +2.0% |
| 3M | +2.7% | -14.8% | +17.5% | +9.9% |
| 6M | +16.9% | +0.8% | +16.1% | +11.4% |
| YTD | +15.4% | +10.2% | +5.2% | +2.6% |
| 1Y | +16.1% | +37.4% | -21.4% | -11.2% |
| 3Y | +85.7% | +153.3% | -67.6% | -10.3% |
| All | +31.7% | +164.8% | -133.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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