+7.5%
KRE vs CRL
+101.4%
-93.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.6% |
| 7D | +0.3% | +8.9% | -8.6% | 0.0% |
| 30D | +5.0% | +14.0% | -9.0% | +4.0% |
| 3M | -5.7% | +19.8% | -25.6% | -6.9% |
| 6M | +7.5% | +102.0% | -94.5% | +4.2% |
| All | +7.5% | +101.4% | -93.9% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling