+83.8%
KRE vs RL
+337.1%
-253.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +0.7% | +2.6% | -1.8% | -0.5% |
| 30D | +6.1% | +2.9% | +3.2% | +4.4% |
| 3M | -5.9% | 0.0% | -5.9% | -6.4% |
| 6M | +9.6% | +17.1% | -7.5% | +0.1% |
| YTD | +14.2% | +10.1% | +4.1% | +6.6% |
| 1Y | +22.5% | +17.3% | +5.2% | +10.8% |
| 3Y | +90.4% | +249.3% | -159.0% | -2.4% |
| 5Y | +11.9% | +240.9% | -229.0% | -44.0% |
| All | +83.8% | +337.1% | -253.2% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling