+150.8%
KRE vs CMI
+2,994.0%
-2,843.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.9% |
| 7D | -1.4% | +0.8% | -2.2% | -1.8% |
| 30D | -3.9% | -12.8% | +8.9% | +2.8% |
| 3M | +3.6% | -12.4% | +16.1% | +9.3% |
| 6M | +15.4% | -0.9% | +16.3% | +12.8% |
| YTD | +15.2% | +8.9% | +6.4% | +6.4% |
| 1Y | +16.5% | +37.7% | -21.2% | -5.4% |
| 3Y | +85.2% | +148.9% | -63.7% | +9.3% |
| 5Y | +33.1% | +164.4% | -131.3% | -23.9% |
| 10Y | +123.1% | +506.9% | -383.9% | -13.5% |
| All | +150.8% | +2,994.0% | -2,843.2% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling