+86.4%
KRE vs CRL
+37.9%
+48.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.6% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | -2.5% | +5.0% | -7.5% | -3.8% |
| 3M | +6.2% | +50.6% | -44.4% | -5.4% |
| 6M | +15.8% | +60.9% | -45.1% | +0.1% |
| YTD | +16.0% | +40.7% | -24.7% | +3.9% |
| 1Y | +16.2% | +73.3% | -57.1% | -3.1% |
| 3Y | +86.4% | +40.6% | +45.8% | +53.7% |
| All | +86.4% | +37.9% | +48.5% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling