+31.7%
KRE vs RUN
-81.0%
+112.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -1.8% | -3.7% | +1.9% | -1.5% |
| 30D | -4.5% | -13.0% | +8.5% | -3.3% |
| 3M | +2.7% | -31.8% | +34.5% | +6.1% |
| 6M | +16.9% | -32.2% | +49.1% | +20.1% |
| YTD | +15.4% | -53.5% | +68.8% | +21.6% |
| 1Y | +16.1% | -46.5% | +62.6% | +19.8% |
| 3Y | +85.7% | -37.6% | +123.3% | +64.4% |
| All | +31.7% | -81.0% | +112.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling