+162.9%
RTX vs KRE
+31.8%
+131.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | -11.6% | -3.4% | -8.2% | -10.8% |
| 3M | +9.2% | +3.7% | +5.5% | +8.0% |
| 6M | -4.4% | +14.8% | -19.2% | -7.8% |
| YTD | +8.9% | +14.7% | -5.8% | +4.7% |
| 1Y | +32.1% | +16.0% | +16.1% | +26.4% |
| 3Y | +151.2% | +84.3% | +67.0% | +106.5% |
| 5Y | +162.9% | +30.9% | +132.0% | +141.6% |
| All | +162.9% | +31.8% | +131.1% | +141.6% |
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