+33.0%
KRE vs RL
+241.4%
-208.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.8% |
| 7D | +2.3% | +1.9% | +0.4% | +1.5% |
| 30D | -2.5% | -12.2% | +9.7% | +2.6% |
| 3M | +6.2% | -6.6% | +12.9% | +8.5% |
| 6M | +15.8% | +3.2% | +12.7% | +12.4% |
| YTD | +16.0% | -1.3% | +17.3% | +14.5% |
| 1Y | +16.2% | +13.6% | +2.6% | +7.6% |
| 3Y | +86.4% | +210.9% | -124.5% | +6.5% |
| 5Y | +33.0% | +246.9% | -213.9% | -30.0% |
| All | +33.0% | +241.4% | -208.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling