+151.0%
KRE vs RCAT
-100.0%
+251.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.4% | -9.7% | +1.7% |
| 7D | -0.4% | +1.1% | -1.5% | -0.4% |
| 30D | +6.4% | -22.0% | +28.4% | +6.5% |
| 3M | -3.1% | -51.1% | +48.1% | -3.0% |
| 6M | +6.4% | -56.6% | +63.0% | +6.5% |
| YTD | +15.3% | -43.3% | +58.6% | +15.3% |
| 1Y | +23.3% | -51.5% | +74.8% | +23.3% |
| 3Y | +93.6% | +411.4% | -317.7% | +93.1% |
| 5Y | +13.2% | +74.4% | -61.2% | +12.9% |
| 10Y | +103.1% | -99.6% | +202.7% | +105.5% |
| All | +151.0% | -100.0% | +251.0% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling