+85.5%
KRE vs RNG
+120.1%
-34.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -1.4% | -9.6% | +8.2% | +0.2% |
| 30D | -3.9% | +8.8% | -12.7% | -5.4% |
| 3M | +3.6% | +78.6% | -75.0% | -6.8% |
| 6M | +15.4% | +70.3% | -54.9% | +3.2% |
| YTD | +15.2% | +140.3% | -125.1% | -6.0% |
| 1Y | +16.5% | +126.6% | -110.2% | -4.1% |
| All | +85.5% | +120.1% | -34.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling