+33.0%
KRE vs RACE
+93.6%
-60.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | +1.3% | -2.5% | +3.8% | +2.1% |
| 30D | -2.7% | +0.8% | -3.5% | -3.0% |
| 3M | +8.2% | +17.2% | -9.0% | +2.6% |
| 6M | +12.8% | +13.6% | -0.8% | +7.6% |
| YTD | +17.5% | +12.2% | +5.3% | +12.0% |
| 1Y | +16.6% | -16.3% | +32.8% | +22.0% |
| 3Y | +79.5% | +36.4% | +43.0% | +47.8% |
| All | +33.0% | +93.6% | -60.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling