+30.9%
KRE vs RCAT
+184.3%
-153.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.8% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | -3.4% | -18.7% | +15.3% | -2.5% |
| 3M | +3.7% | -29.3% | +33.0% | +5.0% |
| 6M | +14.8% | -42.3% | +57.1% | +16.3% |
| YTD | +14.7% | +2.5% | +12.1% | +11.8% |
| 1Y | +16.0% | -5.7% | +21.7% | +12.6% |
| 3Y | +84.3% | +764.9% | -680.6% | +53.1% |
| 5Y | +30.9% | +182.3% | -151.4% | +11.5% |
| All | +30.9% | +184.3% | -153.4% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling