+136.8%
KRE vs RACE
+647.6%
-510.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +1.3% | -2.5% | +3.8% | +2.2% |
| 30D | -2.7% | +0.8% | -3.5% | -3.1% |
| 3M | +8.2% | +17.2% | -9.0% | +1.5% |
| 6M | +12.8% | +13.6% | -0.8% | +6.6% |
| YTD | +17.5% | +12.2% | +5.3% | +10.9% |
| 1Y | +16.6% | -16.3% | +32.8% | +21.9% |
| 3Y | +79.5% | +36.4% | +43.0% | +48.8% |
| 5Y | +32.4% | +95.0% | -62.5% | -7.5% |
| 10Y | +124.1% | +813.2% | -689.1% | -11.3% |
| All | +136.8% | +647.6% | -510.9% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling