+11.4%
KRE vs RUN
-85.3%
+96.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.7% | -13.5% | +14.3% | +2.1% |
| 30D | +6.1% | +18.3% | -12.2% | +4.0% |
| 3M | -5.9% | -12.5% | +6.6% | -5.2% |
| 6M | +9.6% | -40.3% | +49.9% | +14.0% |
| YTD | +14.2% | -53.1% | +67.3% | +19.8% |
| 1Y | +22.5% | -54.3% | +76.8% | +28.6% |
| 3Y | +90.4% | -6.5% | +96.9% | +58.8% |
| All | +11.4% | -85.3% | +96.7% | +7.2% |
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