+182.1%
KRE vs RNG
+309.1%
-127.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.7% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | -2.5% | +11.4% | -13.9% | -4.1% |
| 3M | +6.2% | +72.1% | -65.9% | -2.6% |
| 6M | +15.8% | +67.9% | -52.1% | +5.5% |
| YTD | +16.0% | +144.3% | -128.3% | -1.5% |
| 1Y | +16.2% | +117.5% | -101.4% | +0.2% |
| 3Y | +86.4% | +123.9% | -37.5% | +56.4% |
| 5Y | +33.0% | -70.1% | +103.1% | +33.3% |
| 10Y | +123.0% | +215.9% | -92.9% | +38.4% |
| All | +182.1% | +309.1% | -127.0% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling