+89.7%
KRE vs RCL
+374.5%
-284.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | +0.3% | +8.5% | -8.2% | -2.4% |
| 30D | +5.9% | +20.4% | -14.5% | -0.5% |
| 3M | -3.3% | +11.0% | -14.3% | -7.1% |
| 6M | +5.8% | +24.9% | -19.0% | -3.0% |
| YTD | +14.7% | +23.9% | -9.1% | +3.4% |
| 1Y | +22.0% | +30.8% | -8.8% | +7.7% |
| 3Y | +91.6% | +270.4% | -178.8% | +16.5% |
| 5Y | +13.0% | +296.1% | -283.1% | -37.3% |
| All | +89.7% | +374.5% | -284.8% | -11.2% |
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