+85.5%
KRE vs CRS
+620.4%
-534.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | -1.4% | -4.1% | +2.7% | -0.4% |
| 30D | -3.9% | -16.6% | +12.7% | +0.5% |
| 3M | +3.6% | -14.3% | +17.9% | +6.9% |
| 6M | +15.4% | +11.6% | +3.8% | +10.0% |
| YTD | +15.2% | +42.6% | -27.4% | +2.0% |
| 1Y | +16.5% | +81.8% | -65.4% | -5.5% |
| All | +85.5% | +620.4% | -534.9% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling