+83.8%
KRE vs RCAT
-99.8%
+183.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +0.7% | -5.9% | +6.7% | +0.8% |
| 30D | +6.1% | -19.7% | +25.8% | +6.3% |
| 3M | -5.9% | -62.9% | +56.9% | -5.3% |
| 6M | +9.6% | -59.6% | +69.2% | +10.1% |
| YTD | +14.2% | -52.1% | +66.3% | +14.4% |
| 1Y | +22.5% | -50.9% | +73.4% | +22.7% |
| 3Y | +90.4% | +333.8% | -243.4% | +87.2% |
| 5Y | +11.9% | +40.7% | -28.9% | +10.3% |
| All | +83.8% | -99.8% | +183.6% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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