+635.9%
RSP vs KRE
+148.2%
+487.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.3% | -1.6% | +1.3% | +0.5% |
| 30D | +4.4% | +4.9% | -0.4% | +2.0% |
| 3M | +1.3% | -4.5% | +5.8% | +3.5% |
| 6M | +10.0% | +7.7% | +2.3% | +5.7% |
| YTD | +17.6% | +14.5% | +3.1% | +9.2% |
| 1Y | +19.2% | +21.5% | -2.3% | +7.3% |
| 3Y | +66.0% | +91.2% | -25.2% | +14.9% |
| 5Y | +50.4% | +11.8% | +38.7% | +32.9% |
| 10Y | +215.7% | +89.3% | +126.3% | +93.9% |
| All | +635.9% | +148.2% | +487.8% | +242.5% |
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