-1.7%
KRE vs RAM
-82.2%
+80.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -32.5% | +30.0% | -2.6% |
| 7D | -0.8% | -49.5% | +48.7% | -1.2% |
| 30D | +3.2% | -63.2% | +66.4% | +2.6% |
| 3M | -6.0% | -58.5% | +52.5% | -6.4% |
| All | -1.7% | -82.2% | +80.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 1y: compounded portfolio wealth divided by compounded RAM 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…
1y analysis · Full analysis span regression · Available span rolling