+22.5%
KRE vs RKT
-23.8%
+46.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.7% | -9.0% | +9.7% | +2.1% |
| 30D | +6.1% | +30.2% | -24.1% | +1.9% |
| 3M | -5.9% | -8.8% | +2.9% | -5.1% |
| 6M | +9.6% | -0.9% | +10.5% | +8.6% |
| YTD | +14.2% | -29.2% | +43.4% | +15.5% |
| 1Y | +22.5% | -20.1% | +42.6% | +18.9% |
| All | +22.5% | -23.8% | +46.3% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling