-26.7%
RIOT vs KRE
+32.1%
-58.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.3% |
| 7D | -1.5% | -1.8% | +0.3% | +0.5% |
| 30D | +5.7% | -4.5% | +10.2% | +11.2% |
| 3M | -17.9% | +2.7% | -20.6% | -21.2% |
| 6M | +45.0% | +16.9% | +28.1% | +20.2% |
| YTD | +69.5% | +15.4% | +54.1% | +40.9% |
| 1Y | +37.2% | +16.1% | +21.1% | +13.0% |
| 3Y | +111.7% | +85.7% | +26.0% | +12.6% |
| All | -26.7% | +32.1% | -58.8% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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