+123.0%
KRE vs RACE
+793.3%
-670.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +2.3% | -1.0% | +3.4% | +2.7% |
| 30D | -2.5% | -1.5% | -1.0% | -2.1% |
| 3M | +6.2% | +15.5% | -9.2% | +0.1% |
| 6M | +15.8% | +17.3% | -1.5% | +8.0% |
| YTD | +16.0% | +11.1% | +4.9% | +9.7% |
| 1Y | +16.2% | -14.3% | +30.4% | +20.4% |
| 3Y | +86.4% | +40.2% | +46.2% | +51.2% |
| 5Y | +33.0% | +92.6% | -59.6% | -8.4% |
| 10Y | +123.0% | +786.6% | -663.6% | -10.7% |
| All | +123.0% | +793.3% | -670.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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