+16.6%
KRE vs ROKU
+57.7%
-41.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.7% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | -2.7% | +5.9% | -8.5% | -3.3% |
| 3M | +8.2% | +23.9% | -15.7% | +5.4% |
| 6M | +12.8% | +59.6% | -46.7% | +6.3% |
| YTD | +17.5% | +43.4% | -25.9% | +12.1% |
| 1Y | +16.6% | +60.2% | -43.6% | +8.9% |
| All | +16.6% | +57.7% | -41.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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