+84.4%
KRE vs RACE
+738.5%
-654.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | -3.9% | +2.3% | -0.2% |
| 30D | +4.9% | +6.8% | -1.9% | +2.3% |
| 3M | -4.5% | +1.3% | -5.8% | -5.2% |
| 6M | +7.7% | +26.3% | -18.6% | -2.3% |
| YTD | +14.5% | +13.8% | +0.7% | +7.3% |
| 1Y | +21.5% | -0.5% | +22.0% | +19.8% |
| 3Y | +91.2% | +25.6% | +65.6% | +63.0% |
| 5Y | +11.8% | +67.6% | -55.8% | -18.2% |
| All | +84.4% | +738.5% | -654.2% | -24.2% |
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