+131.2%
KRE vs RACE
+658.1%
-526.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +5.9% | +6.6% | -0.7% | +3.4% |
| 3M | -3.3% | +2.2% | -5.5% | -4.3% |
| 6M | +5.8% | +22.4% | -16.5% | -2.6% |
| YTD | +14.7% | +13.8% | +1.0% | +7.6% |
| 1Y | +22.0% | +2.2% | +19.8% | +19.0% |
| 3Y | +91.6% | +25.6% | +66.0% | +64.6% |
| 5Y | +13.0% | +71.0% | -58.0% | -16.6% |
| 10Y | +94.0% | +739.1% | -645.1% | -21.0% |
| All | +131.2% | +658.1% | -526.9% | -12.4% |
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