+147.8%
KRE vs RVTY
+784.9%
-637.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | +0.3% | +4.1% | -3.8% | -1.5% |
| 30D | +5.0% | +1.3% | +3.7% | +3.9% |
| 3M | -5.7% | +33.3% | -39.0% | -18.4% |
| 6M | +7.5% | +58.3% | -50.8% | -14.7% |
| YTD | +13.8% | +62.7% | -48.8% | -12.3% |
| 1Y | +20.7% | +67.2% | -46.6% | -8.3% |
| 3Y | +90.1% | +87.3% | +2.8% | +31.7% |
| 5Y | +11.5% | -13.4% | +25.0% | +7.1% |
| 10Y | +88.2% | +217.2% | -129.0% | -16.3% |
| All | +147.8% | +784.9% | -637.0% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling