+43.5%
KRE vs RDW
-0.7%
+44.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -1.8% | +0.9% | -2.7% | -1.9% |
| 30D | -4.5% | -21.3% | +16.8% | -2.6% |
| 3M | +2.7% | -37.9% | +40.6% | +6.2% |
| 6M | +16.9% | +12.3% | +4.6% | +11.6% |
| YTD | +15.4% | +39.7% | -24.4% | +5.5% |
| 1Y | +16.1% | +25.7% | -9.6% | +5.9% |
| 3Y | +85.7% | +230.8% | -145.1% | +36.4% |
| 5Y | +33.3% | -8.8% | +42.0% | +0.8% |
| All | +43.5% | -0.7% | +44.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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