+149.8%
KRE vs RBA
+720.6%
-570.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +3.2% | -2.9% | -0.9% |
| 30D | +5.9% | +12.0% | -6.1% | +1.4% |
| 3M | -3.3% | +2.9% | -6.2% | -4.8% |
| 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% | +21.4% |
| 3Y | +91.6% | +64.9% | +26.7% | +53.1% |
| 5Y | +13.0% | +48.5% | -35.5% | -9.2% |
| 10Y | +94.0% | +211.8% | -117.8% | +8.0% |
| All | +149.8% | +720.6% | -570.8% | -16.1% |
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 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