+120.6%
KRE vs RUN
-29.4%
+150.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.7% |
| 7D | +2.3% | +10.2% | -7.8% | +1.2% |
| 30D | -2.5% | -9.6% | +7.1% | -1.5% |
| 3M | +6.2% | -31.5% | +37.7% | +10.2% |
| 6M | +15.8% | -18.7% | +34.5% | +17.0% |
| YTD | +16.0% | -49.9% | +65.9% | +22.3% |
| 1Y | +16.2% | -45.5% | +61.7% | +20.2% |
| 3Y | +86.4% | -34.1% | +120.5% | +63.7% |
| 5Y | +33.0% | -79.4% | +112.4% | +27.0% |
| 10Y | +123.0% | +48.9% | +74.0% | +49.4% |
| All | +120.6% | -29.4% | +150.0% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling