+121.9%
KRE vs ROK
+357.9%
-236.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.8% |
| 7D | -1.8% | -1.2% | -0.6% | -1.1% |
| 30D | -4.5% | -4.8% | +0.3% | -1.9% |
| 3M | +2.7% | -6.1% | +8.8% | +5.5% |
| 6M | +16.9% | +15.5% | +1.4% | +5.3% |
| YTD | +15.4% | +11.2% | +4.2% | +5.7% |
| 1Y | +16.1% | +23.8% | -7.8% | -0.6% |
| 3Y | +85.7% | +53.1% | +32.6% | +35.1% |
| 5Y | +33.3% | +48.3% | -15.0% | -4.7% |
| All | +121.9% | +357.9% | -236.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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