+86.4%
KRE vs RBA
+29.1%
+57.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | +2.3% | -1.1% | +3.4% | +2.7% |
| 30D | -2.5% | -13.2% | +10.7% | +1.9% |
| 3M | +6.2% | -21.4% | +27.6% | +13.6% |
| 6M | +15.8% | -20.9% | +36.7% | +23.4% |
| YTD | +16.0% | -19.9% | +35.9% | +22.3% |
| 1Y | +16.2% | -28.7% | +44.8% | +27.7% |
| 3Y | +86.4% | +27.4% | +59.0% | +72.1% |
| All | +86.4% | +29.1% | +57.3% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling