+155.8%
KRE vs CMS
+903.0%
-747.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -2.7% | -3.6% | +0.9% | -0.7% |
| 3M | +8.2% | -1.9% | +10.1% | +9.0% |
| 6M | +12.8% | -11.0% | +23.8% | +20.0% |
| YTD | +17.5% | +0.2% | +17.3% | +16.4% |
| 1Y | +16.6% | -1.3% | +17.9% | +16.2% |
| 3Y | +79.5% | +35.9% | +43.5% | +45.6% |
| 5Y | +32.4% | +23.1% | +9.3% | +11.0% |
| 10Y | +124.1% | +117.9% | +6.2% | +21.8% |
| All | +155.8% | +903.0% | -747.2% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling