+16.2%
KRE vs ROIV
+221.6%
-205.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +18.8% | -20.0% | -2.0% |
| 7D | +2.3% | +20.2% | -17.8% | +1.5% |
| 30D | -2.5% | +14.1% | -16.6% | -3.0% |
| 3M | +6.2% | +45.6% | -39.4% | +3.6% |
| 6M | +15.8% | +44.1% | -28.3% | +12.8% |
| YTD | +16.0% | +91.2% | -75.2% | +11.2% |
| 1Y | +16.2% | +221.3% | -205.1% | +6.6% |
| All | +16.2% | +221.6% | -205.4% | +6.6% |
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