+12.0%
KRE vs RCL
+295.0%
-283.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | +0.3% | +8.5% | -8.2% | -2.1% |
| 30D | +5.9% | +20.4% | -14.5% | +0.2% |
| 3M | -3.3% | +11.0% | -14.3% | -6.6% |
| 6M | +5.8% | +24.9% | -19.0% | -2.0% |
| YTD | +14.7% | +23.9% | -9.1% | +4.6% |
| 1Y | +22.0% | +30.8% | -8.8% | +9.1% |
| 3Y | +91.6% | +270.4% | -178.8% | +24.3% |
| All | +12.0% | +295.0% | -283.0% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling