+26.9%
KRE vs ROIV
+97.8%
-71.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +1.5% |
| 7D | +2.8% | +3.0% | -0.2% | +2.7% |
| 30D | +5.3% | +6.8% | -1.5% | +5.0% |
| 3M | -4.2% | +10.5% | -14.7% | -4.8% |
| 6M | +8.7% | +34.8% | -26.1% | +6.1% |
| YTD | +16.4% | +76.2% | -59.8% | +11.9% |
| 1Y | +26.9% | +92.4% | -65.5% | +20.9% |
| All | +26.9% | +97.8% | -71.0% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling