+630.1%
RSP vs KRE
+148.6%
+481.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.7% | +0.3% | +0.5% | +0.6% |
| 30D | +3.7% | +5.9% | -2.2% | +0.8% |
| 3M | +0.7% | -3.3% | +4.0% | +2.3% |
| 6M | +9.0% | +5.8% | +3.2% | +5.7% |
| YTD | +16.7% | +14.7% | +1.9% | +8.2% |
| 1Y | +19.0% | +22.0% | -3.1% | +6.9% |
| 3Y | +64.7% | +91.6% | -26.9% | +13.9% |
| 5Y | +49.6% | +13.0% | +36.6% | +31.4% |
| 10Y | +213.2% | +94.0% | +119.2% | +89.9% |
| All | +630.1% | +148.6% | +481.4% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling