+13.2%
KRE vs ROIV
+433.0%
-419.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.3% |
| 7D | -0.4% | +13.3% | -13.7% | -1.6% |
| 30D | +6.4% | +14.8% | -8.3% | +5.0% |
| 3M | -3.1% | +11.9% | -15.0% | -4.4% |
| 6M | +6.4% | +42.4% | -36.0% | +2.2% |
| YTD | +15.3% | +87.4% | -72.1% | +7.4% |
| 1Y | +23.3% | +97.2% | -74.0% | +14.2% |
| 3Y | +93.6% | +375.7% | -282.0% | +64.7% |
| 5Y | +13.2% | +379.0% | -365.8% | -12.5% |
| All | +13.2% | +433.0% | -419.8% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling