+155.8%
KRE vs RBA
+613.0%
-457.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.3% | -2.9% | +4.2% | +2.4% |
| 30D | -2.7% | -12.3% | +9.6% | +2.0% |
| 3M | +8.2% | -20.5% | +28.7% | +16.7% |
| 6M | +12.8% | -18.5% | +31.4% | +20.3% |
| YTD | +17.5% | -18.2% | +35.7% | +24.6% |
| 1Y | +16.6% | -27.5% | +44.1% | +29.3% |
| 3Y | +79.5% | +38.1% | +41.4% | +53.1% |
| 5Y | +32.4% | +44.8% | -12.4% | +7.0% |
| 10Y | +124.1% | +187.1% | -63.0% | +28.8% |
| All | +155.8% | +613.0% | -457.2% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling