+31.7%
KRE vs RGTI
+56.8%
-25.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -4.5% | -17.1% | +12.6% | -3.7% |
| 3M | +2.7% | -26.0% | +28.7% | +3.8% |
| 6M | +16.9% | -9.9% | +26.7% | +16.0% |
| YTD | +15.4% | -31.1% | +46.4% | +15.7% |
| 1Y | +16.1% | -8.5% | +24.6% | +13.5% |
| 3Y | +85.7% | +652.2% | -566.5% | +44.7% |
| All | +31.7% | +56.8% | -25.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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