+16.1%
KRE vs CRH
-20.2%
+36.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -1.8% | -6.1% | +4.2% | -0.2% |
| 30D | -4.5% | -9.3% | +4.8% | -2.1% |
| 3M | +2.7% | -15.2% | +17.9% | +7.1% |
| 6M | +16.9% | -14.2% | +31.1% | +20.9% |
| YTD | +15.4% | -28.3% | +43.6% | +24.6% |
| 1Y | +16.1% | -21.8% | +37.9% | +22.4% |
| All | +16.1% | -20.2% | +36.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling