+155.8%
KRE vs RMD
+1,133.2%
-977.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.3% | -5.0% | +6.3% | +3.3% |
| 30D | -2.7% | +2.2% | -4.9% | -3.7% |
| 3M | +8.2% | +17.8% | -9.7% | +0.9% |
| 6M | +12.8% | -11.3% | +24.1% | +17.1% |
| YTD | +17.5% | -4.4% | +21.9% | +18.2% |
| 1Y | +16.6% | -15.7% | +32.3% | +22.8% |
| 3Y | +79.5% | +47.7% | +31.7% | +44.6% |
| 5Y | +32.4% | -19.2% | +51.6% | +32.8% |
| 10Y | +124.1% | +280.4% | -156.3% | +1.9% |
| All | +155.8% | +1,133.2% | -977.4% | -50.1% |
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