+69.5%
KRE vs ROIV
+289.9%
-220.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -1.4% | +19.0% | -20.4% | -3.0% |
| 30D | -3.9% | +16.1% | -20.0% | -5.3% |
| 3M | +3.6% | +44.1% | -40.5% | +0.1% |
| 6M | +15.4% | +37.8% | -22.5% | +11.7% |
| YTD | +15.2% | +88.7% | -73.4% | +8.1% |
| 1Y | +16.5% | +197.3% | -180.9% | +4.8% |
| 3Y | +85.2% | +224.9% | -139.8% | +63.2% |
| 5Y | +33.1% | +311.0% | -277.9% | +7.4% |
| All | +69.5% | +289.9% | -220.4% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling