+149.6%
KRE vs RSG
+1,207.3%
-1,057.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.4% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | -3.4% | +3.7% | -7.1% | -5.8% |
| 3M | +3.7% | +6.2% | -2.5% | -0.9% |
| 6M | +14.8% | -2.8% | +17.5% | +15.6% |
| YTD | +14.7% | +5.9% | +8.8% | +8.6% |
| 1Y | +16.0% | -1.8% | +17.8% | +15.4% |
| 3Y | +84.3% | +57.5% | +26.8% | +27.9% |
| 5Y | +30.9% | +91.1% | -60.2% | -23.3% |
| 10Y | +122.0% | +428.1% | -306.1% | -36.2% |
| All | +149.6% | +1,207.3% | -1,057.7% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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