+83.3%
KRE vs CRL
+354.1%
-270.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | +0.3% | +8.9% | -8.6% | -2.6% |
| 30D | +5.0% | +14.0% | -9.0% | -0.2% |
| 3M | -5.7% | +19.8% | -25.6% | -12.3% |
| 6M | +7.5% | +102.0% | -94.5% | -17.2% |
| YTD | +13.8% | +70.8% | -57.0% | -8.5% |
| 1Y | +20.7% | +98.7% | -78.1% | -8.2% |
| 3Y | +90.1% | +98.2% | -8.0% | +36.3% |
| 5Y | +11.5% | -11.7% | +23.2% | +5.3% |
| All | +83.3% | +354.1% | -270.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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