+148.6%
KRE vs CRL
+816.4%
-667.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +6.1% | +11.9% | -5.8% | +0.6% |
| 3M | -5.9% | +20.2% | -26.1% | -13.7% |
| 6M | +9.6% | +107.5% | -97.9% | -20.2% |
| YTD | +14.2% | +69.4% | -55.2% | -11.5% |
| 1Y | +22.5% | +99.7% | -77.2% | -11.3% |
| 3Y | +90.4% | +98.8% | -8.4% | +28.2% |
| 5Y | +11.9% | -12.4% | +24.3% | +2.3% |
| 10Y | +88.8% | +352.9% | -264.1% | -27.2% |
| All | +148.6% | +816.4% | -667.8% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling