+121.9%
KRE vs RRC
+4.9%
+117.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -1.8% | -1.8% | 0.0% | -1.5% |
| 30D | -4.5% | +2.7% | -7.2% | -5.1% |
| 3M | +2.7% | +8.8% | -6.1% | +0.7% |
| 6M | +16.9% | -1.2% | +18.0% | +16.4% |
| YTD | +15.4% | +17.6% | -2.2% | +10.4% |
| 1Y | +16.1% | +18.4% | -2.4% | +10.5% |
| 3Y | +85.7% | +33.1% | +52.6% | +69.9% |
| 5Y | +33.3% | +148.2% | -114.9% | +2.4% |
| All | +121.9% | +4.9% | +117.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling