+51.5%
RSP vs KRE
+32.0%
+19.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.5% |
| 7D | -0.4% | +2.3% | -2.7% | -1.3% |
| 30D | -1.5% | -2.5% | +1.0% | -0.6% |
| 3M | +4.8% | +6.2% | -1.4% | +2.2% |
| 6M | +10.3% | +15.8% | -5.5% | +3.7% |
| YTD | +14.1% | +16.0% | -1.9% | +6.9% |
| 1Y | +17.0% | +16.2% | +0.8% | +9.3% |
| 3Y | +54.2% | +86.4% | -32.2% | +15.5% |
| 5Y | +51.5% | +33.0% | +18.5% | +33.4% |
| All | +51.5% | +32.0% | +19.5% | +33.4% |
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