+147.8%
KRE vs RMD
+1,193.7%
-1,045.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +5.0% | +1.9% | +3.1% | +4.0% |
| 3M | -5.7% | +6.3% | -12.0% | -8.4% |
| 6M | +7.5% | +18.2% | -10.7% | -0.3% |
| YTD | +13.8% | +0.3% | +13.6% | +12.1% |
| 1Y | +20.7% | -4.3% | +24.9% | +20.8% |
| 3Y | +90.1% | +71.3% | +18.8% | +44.4% |
| 5Y | +11.5% | -1.8% | +13.3% | +3.0% |
| 10Y | +88.2% | +344.6% | -256.4% | -20.4% |
| All | +147.8% | +1,193.7% | -1,045.8% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling