+121.9%
KRE vs CRS
+1,392.1%
-1,270.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.6% |
| 7D | -1.8% | -6.8% | +4.9% | +0.8% |
| 30D | -4.5% | -16.1% | +11.6% | +2.0% |
| 3M | +2.7% | -21.2% | +23.9% | +11.4% |
| 6M | +16.9% | +8.7% | +8.2% | +10.2% |
| YTD | +15.4% | +41.0% | -25.6% | -2.9% |
| 1Y | +16.1% | +82.7% | -66.6% | -13.9% |
| 3Y | +85.7% | +604.8% | -519.1% | -27.0% |
| 5Y | +33.3% | +1,384.7% | -1,351.4% | -64.8% |
| All | +121.9% | +1,392.1% | -1,270.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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