+147.8%
KRE vs RCL
+985.9%
-838.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +5.0% | +14.4% | -9.4% | -0.4% |
| 3M | -5.7% | +5.2% | -10.9% | -8.2% |
| 6M | +7.5% | +26.1% | -18.6% | -3.1% |
| YTD | +13.8% | +17.4% | -3.5% | +3.1% |
| 1Y | +20.7% | +24.7% | -4.0% | +6.5% |
| 3Y | +90.1% | +250.9% | -160.8% | +9.7% |
| 5Y | +11.5% | +293.8% | -282.3% | -43.8% |
| 10Y | +88.2% | +342.4% | -254.1% | -27.5% |
| All | +147.8% | +985.9% | -838.1% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling