+209.8%
RSP vs KRE
+119.6%
+90.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -1.8% | -1.1% | -0.7% | -1.3% |
| 30D | -2.5% | -3.4% | +0.9% | -1.1% |
| 3M | +3.0% | +3.7% | -0.7% | +1.2% |
| 6M | +8.9% | +14.8% | -5.9% | +2.1% |
| YTD | +13.0% | +14.7% | -1.7% | +5.6% |
| 1Y | +16.2% | +16.0% | +0.2% | +7.7% |
| 3Y | +52.7% | +84.3% | -31.6% | +11.0% |
| 5Y | +50.5% | +30.9% | +19.6% | +25.9% |
| 10Y | +209.8% | +122.0% | +87.9% | +88.4% |
| All | +209.8% | +119.6% | +90.2% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling