+11.5%
KRE vs RMD
-1.5%
+13.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +5.0% | +1.9% | +3.1% | +4.4% |
| 3M | -5.7% | +6.3% | -12.0% | -7.4% |
| 6M | +7.5% | +18.2% | -10.7% | +2.4% |
| YTD | +13.8% | +0.3% | +13.6% | +12.9% |
| 1Y | +20.7% | -4.3% | +24.9% | +21.0% |
| 3Y | +90.1% | +71.3% | +18.8% | +57.9% |
| 5Y | +11.5% | -1.8% | +13.3% | +6.3% |
| All | +11.5% | -1.5% | +13.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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