+621.2%
RSP vs KRE
+154.6%
+466.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.8% | +1.3% | -2.1% | -1.4% |
| 30D | -0.3% | -2.7% | +2.3% | +1.0% |
| 3M | +4.3% | +8.2% | -3.9% | +0.1% |
| 6M | +8.8% | +12.8% | -4.0% | +2.1% |
| YTD | +15.3% | +17.5% | -2.2% | +5.7% |
| 1Y | +18.3% | +16.6% | +1.7% | +8.5% |
| 3Y | +52.8% | +79.5% | -26.7% | +9.0% |
| 5Y | +51.7% | +32.4% | +19.3% | +22.6% |
| 10Y | +208.5% | +124.1% | +84.3% | +73.0% |
| All | +621.2% | +154.6% | +466.6% | +231.5% |
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