+83.3%
KRE vs CMS
+136.3%
-53.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | +5.0% | +5.3% | -0.2% | +2.8% |
| 3M | -5.7% | -0.3% | -5.4% | -5.7% |
| 6M | +7.5% | -4.0% | +11.6% | +9.0% |
| YTD | +13.8% | +2.1% | +11.7% | +12.2% |
| 1Y | +20.7% | -4.7% | +25.4% | +22.3% |
| 3Y | +90.1% | +36.8% | +53.3% | +63.1% |
| 5Y | +11.5% | +34.9% | -23.3% | -5.3% |
| All | +83.3% | +136.3% | -53.0% | +74.6% |
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