+30.9%
KRE vs RKT
-9.6%
+40.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -3.4% | -2.4% | -1.0% | -3.1% |
| 3M | +3.7% | +1.9% | +1.8% | +2.3% |
| 6M | +14.8% | -13.9% | +28.6% | +16.5% |
| YTD | +14.7% | -30.6% | +45.3% | +20.7% |
| 1Y | +16.0% | -34.4% | +50.4% | +22.9% |
| 3Y | +84.3% | +38.2% | +46.1% | +50.3% |
| 5Y | +30.9% | -9.7% | +40.5% | +16.0% |
| All | +30.9% | -9.6% | +40.5% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling