+94.0%
KRE vs RBA
+225.5%
-131.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +3.2% | -2.9% | -0.8% |
| 30D | +5.9% | +12.0% | -6.1% | +1.7% |
| 3M | -3.3% | +2.9% | -6.2% | -4.7% |
| 6M | +5.8% | -6.3% | +12.1% | +7.0% |
| YTD | +14.7% | -5.9% | +20.6% | +15.1% |
| 1Y | +22.0% | -3.9% | +25.9% | +21.5% |
| 3Y | +91.6% | +64.9% | +26.7% | +56.3% |
| 5Y | +13.0% | +48.5% | -35.5% | -7.0% |
| 10Y | +94.0% | +211.8% | -117.8% | +4.9% |
| All | +94.0% | +225.5% | -131.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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