+85.7%
KRE vs ROKU
+83.2%
+2.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -4.5% | +2.1% | -6.6% | -4.9% |
| 3M | +2.7% | +29.5% | -26.8% | -2.8% |
| 6M | +16.9% | +53.8% | -36.9% | +6.2% |
| YTD | +15.4% | +42.8% | -27.4% | +6.1% |
| 1Y | +16.1% | +60.7% | -44.7% | +3.6% |
| 3Y | +85.7% | +83.9% | +1.8% | +53.9% |
| All | +85.7% | +83.2% | +2.5% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling