+149.3%
KRE vs RRC
+142.5%
+6.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +4.9% | +25.2% | -20.3% | -1.1% |
| 3M | -4.5% | +27.8% | -32.3% | -10.5% |
| 6M | +7.7% | +27.2% | -19.6% | +0.6% |
| YTD | +14.5% | +48.2% | -33.6% | +2.5% |
| 1Y | +21.5% | +34.7% | -13.2% | +11.1% |
| 3Y | +91.2% | +62.2% | +29.0% | +64.2% |
| 5Y | +11.8% | +130.9% | -119.1% | -16.4% |
| 10Y | +89.3% | +73.4% | +15.9% | +23.8% |
| All | +149.3% | +142.5% | +6.9% | +25.4% |
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