+56.8%
KRE vs RVMD
+620.8%
-564.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -1.4% | -3.6% | +2.2% | -0.9% |
| 30D | -3.9% | -1.1% | -2.8% | -3.8% |
| 3M | +3.6% | +41.0% | -37.4% | -1.8% |
| 6M | +15.4% | +105.7% | -90.3% | +1.6% |
| YTD | +15.2% | +155.3% | -140.1% | -3.3% |
| 1Y | +16.5% | +402.7% | -386.3% | -13.3% |
| 3Y | +85.2% | +533.1% | -447.9% | +27.4% |
| 5Y | +33.1% | +583.5% | -550.4% | -15.3% |
| All | +56.8% | +620.8% | -564.0% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling