+121.9%
KRE vs ROL
+211.6%
-89.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.8% | -3.2% | +1.3% | -0.9% |
| 30D | -4.5% | -4.9% | +0.4% | -3.1% |
| 3M | +2.7% | -25.8% | +28.6% | +12.1% |
| 6M | +16.9% | -37.6% | +54.4% | +34.4% |
| YTD | +15.4% | -41.5% | +56.8% | +34.9% |
| 1Y | +16.1% | -39.5% | +55.6% | +34.0% |
| 3Y | +85.7% | +0.1% | +85.6% | +77.6% |
| 5Y | +33.3% | -4.6% | +37.9% | +26.8% |
| All | +121.9% | +211.6% | -89.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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