+155.8%
KRE vs RRC
+95.9%
+59.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | -2.7% | +10.1% | -12.8% | -4.9% |
| 3M | +8.2% | +4.0% | +4.2% | +6.8% |
| 6M | +12.8% | +1.6% | +11.2% | +11.5% |
| YTD | +17.5% | +19.7% | -2.2% | +11.4% |
| 1Y | +16.6% | +21.4% | -4.8% | +9.6% |
| 3Y | +79.5% | +29.7% | +49.8% | +63.2% |
| 5Y | +32.4% | +153.9% | -121.4% | -3.3% |
| 10Y | +124.1% | +10.8% | +113.3% | +64.6% |
| All | +155.8% | +95.9% | +59.9% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling