+155.8%
KRE vs RCAT
-99.9%
+255.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | -2.7% | -3.3% | +0.7% | -2.7% |
| 3M | +8.2% | -43.2% | +51.4% | +8.3% |
| 6M | +12.8% | -43.2% | +56.0% | +12.9% |
| YTD | +17.5% | +5.5% | +11.9% | +17.4% |
| 1Y | +16.6% | -1.6% | +18.2% | +16.5% |
| 3Y | +79.5% | +773.7% | -694.2% | +78.8% |
| 5Y | +32.4% | +187.6% | -155.2% | +32.0% |
| 10Y | +124.1% | -98.5% | +222.6% | +126.9% |
| All | +155.8% | -99.9% | +255.7% | +215.5% |
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 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