+31.7%
KRE vs RVMD
+576.1%
-544.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.8% | -3.0% | +1.2% | -1.5% |
| 30D | -4.5% | -0.7% | -3.8% | -4.5% |
| 3M | +2.7% | +36.5% | -33.8% | -1.1% |
| 6M | +16.9% | +104.6% | -87.8% | +5.8% |
| YTD | +15.4% | +155.8% | -140.5% | +0.4% |
| 1Y | +16.1% | +340.7% | -324.6% | -6.8% |
| 3Y | +85.7% | +519.9% | -434.2% | +38.2% |
| All | +31.7% | +576.1% | -544.4% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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