+152.5%
KRE vs CRS
+1,145.0%
-992.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | +0.1% |
| 7D | +2.3% | -3.1% | +5.4% | +3.5% |
| 30D | -2.5% | -19.6% | +17.1% | +5.9% |
| 3M | +6.2% | -8.1% | +14.3% | +8.4% |
| 6M | +15.8% | +18.6% | -2.7% | +5.6% |
| YTD | +16.0% | +45.9% | -29.9% | -3.6% |
| 1Y | +16.2% | +82.5% | -66.3% | -13.7% |
| 3Y | +86.4% | +648.9% | -562.5% | -26.8% |
| 5Y | +33.0% | +1,438.1% | -1,405.2% | -63.8% |
| 10Y | +123.0% | +1,327.0% | -1,204.0% | -46.0% |
| All | +152.5% | +1,145.0% | -992.5% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling