+121.6%
KRE vs RVTY
+139.0%
-17.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -1.4% | -7.4% | +6.0% | +1.4% |
| 30D | -3.9% | +4.5% | -8.4% | -5.7% |
| 3M | +3.6% | +19.5% | -15.8% | -3.6% |
| 6M | +15.4% | +34.1% | -18.7% | +1.9% |
| YTD | +15.2% | +25.3% | -10.0% | +3.8% |
| 1Y | +16.5% | +47.0% | -30.5% | -1.9% |
| 3Y | +85.2% | +14.1% | +71.0% | +66.6% |
| 5Y | +33.1% | -34.6% | +67.7% | +44.4% |
| All | +121.6% | +139.0% | -17.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling