+155.8%
KRE vs CRL
+682.3%
-526.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.2% |
| 7D | +1.3% | -1.0% | +2.3% | +1.7% |
| 30D | -2.7% | +10.7% | -13.3% | -6.6% |
| 3M | +8.2% | +55.3% | -47.1% | -10.0% |
| 6M | +12.8% | +60.7% | -47.8% | -9.0% |
| YTD | +17.5% | +44.6% | -27.1% | -1.9% |
| 1Y | +16.6% | +77.7% | -61.2% | -11.4% |
| 3Y | +79.5% | +37.6% | +41.8% | +42.1% |
| 5Y | +32.4% | -35.8% | +68.2% | +38.7% |
| 10Y | +124.1% | +241.7% | -117.6% | -1.6% |
| All | +155.8% | +682.3% | -526.5% | -26.3% |
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