+149.6%
KRE vs RRX
+404.9%
-255.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | +0.3% |
| 7D | -1.1% | -0.7% | -0.3% | -0.7% |
| 30D | -3.4% | -8.0% | +4.6% | +1.1% |
| 3M | +3.7% | -25.1% | +28.8% | +17.8% |
| 6M | +14.8% | -18.3% | +33.0% | +20.5% |
| YTD | +14.7% | +14.2% | +0.5% | -3.5% |
| 1Y | +16.0% | +13.0% | +3.0% | -3.2% |
| 3Y | +84.3% | +4.2% | +80.1% | +48.0% |
| 5Y | +30.9% | +17.9% | +13.0% | -7.4% |
| 10Y | +122.0% | +220.4% | -98.5% | -21.3% |
| All | +149.6% | +404.9% | -255.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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