+30.9%
KRE vs RMD
-22.9%
+53.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -1.1% | -4.7% | +3.7% | +0.1% |
| 30D | -3.4% | +0.2% | -3.6% | -3.5% |
| 3M | +3.7% | +12.0% | -8.3% | +0.5% |
| 6M | +14.8% | -12.5% | +27.3% | +18.0% |
| YTD | +14.7% | -7.9% | +22.6% | +16.3% |
| 1Y | +16.0% | -20.4% | +36.4% | +21.7% |
| 3Y | +84.3% | +53.1% | +31.1% | +58.6% |
| 5Y | +30.9% | -22.1% | +53.0% | +18.8% |
| All | +30.9% | -22.9% | +53.8% | +18.8% |
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