+93.6%
KRE vs ROIV
+351.4%
-257.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.9% |
| 7D | -0.4% | +13.3% | -13.7% | -2.6% |
| 30D | +6.4% | +14.8% | -8.3% | +3.7% |
| 3M | -3.1% | +11.9% | -15.0% | -5.6% |
| 6M | +6.4% | +42.4% | -36.0% | -2.4% |
| YTD | +15.3% | +87.4% | -72.1% | -2.2% |
| 1Y | +23.3% | +97.2% | -74.0% | +2.6% |
| 3Y | +93.6% | +375.7% | -282.0% | +12.4% |
| All | +93.6% | +351.4% | -257.8% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling