+122.0%
KRE vs CMS
+116.0%
+6.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | -3.4% | -1.3% | -2.1% | -2.9% |
| 3M | +3.7% | -5.4% | +9.1% | +5.8% |
| 6M | +14.8% | -10.3% | +25.1% | +19.5% |
| YTD | +14.7% | -0.2% | +14.9% | +14.2% |
| 1Y | +16.0% | -0.9% | +16.9% | +15.6% |
| 3Y | +84.3% | +34.0% | +50.3% | +60.3% |
| 5Y | +30.9% | +23.6% | +7.3% | +15.9% |
| 10Y | +122.0% | +122.2% | -0.3% | +111.1% |
| All | +122.0% | +116.0% | +6.0% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling