+720.5%
RTX vs KRE
+148.2%
+572.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | -1.6% | +3.0% | +2.2% |
| 30D | +7.8% | +4.9% | +3.0% | +5.4% |
| 3M | -9.8% | -4.5% | -5.3% | -7.9% |
| 6M | +13.5% | +7.7% | +5.9% | +9.4% |
| YTD | +10.9% | +14.5% | -3.6% | +3.3% |
| 1Y | +14.0% | +21.5% | -7.6% | +3.0% |
| 3Y | +159.9% | +91.2% | +68.7% | +80.2% |
| 5Y | +151.7% | +11.8% | +139.9% | +119.1% |
| 10Y | +269.0% | +89.3% | +179.7% | +134.4% |
| All | +720.5% | +148.2% | +572.3% | +303.0% |
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