+64.9%
KRE vs ROKU
+880.6%
-815.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | -4.5% | +2.1% | -6.6% | -4.7% |
| 3M | +2.7% | +29.5% | -26.8% | -0.1% |
| 6M | +16.9% | +53.8% | -36.9% | +11.5% |
| YTD | +15.4% | +42.8% | -27.4% | +10.6% |
| 1Y | +16.1% | +60.7% | -44.7% | +9.8% |
| 3Y | +85.7% | +83.9% | +1.8% | +68.8% |
| 5Y | +33.3% | -52.8% | +86.1% | +24.6% |
| All | +64.9% | +880.6% | -815.7% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling