+122.0%
KRE vs RCL
+341.7%
-219.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.3% |
| 30D | -3.4% | -15.7% | +12.3% | +2.1% |
| 3M | +3.7% | -8.0% | +11.7% | +5.9% |
| 6M | +14.8% | -10.1% | +24.9% | +17.0% |
| YTD | +14.7% | -5.9% | +20.5% | +13.7% |
| 1Y | +16.0% | -23.5% | +39.5% | +22.6% |
| 3Y | +84.3% | +174.4% | -90.1% | +24.3% |
| 5Y | +30.9% | +227.1% | -196.3% | -22.3% |
| 10Y | +122.0% | +342.5% | -220.6% | +14.9% |
| All | +122.0% | +341.7% | -219.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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