+83.8%
KRE vs RRC
+73.1%
+10.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.7% | +6.4% | -5.6% | -0.6% |
| 30D | +6.1% | +23.9% | -17.7% | +1.0% |
| 3M | -5.9% | +30.2% | -36.1% | -11.5% |
| 6M | +9.6% | +26.3% | -16.7% | +3.4% |
| YTD | +14.2% | +48.1% | -33.9% | +3.5% |
| 1Y | +22.5% | +37.7% | -15.2% | +12.6% |
| 3Y | +90.4% | +60.3% | +30.1% | +66.8% |
| 5Y | +11.9% | +135.3% | -123.4% | -13.3% |
| All | +83.8% | +73.1% | +10.8% | +11.3% |
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