+91.3%
KRE vs RCL
+273.8%
-182.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | +0.3% | +8.5% | -8.2% | -2.2% |
| 30D | +5.9% | +20.4% | -14.5% | -0.1% |
| 3M | -3.3% | +11.0% | -14.3% | -6.7% |
| 6M | +5.8% | +24.9% | -19.0% | -2.5% |
| YTD | +14.7% | +23.9% | -9.1% | +3.5% |
| 1Y | +22.0% | +30.8% | -8.8% | +7.3% |
| All | +91.3% | +273.8% | -182.5% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling