+33.0%
KRE vs ROL
-2.9%
+35.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.7% |
| 7D | +2.3% | -3.4% | +5.8% | +3.1% |
| 30D | -2.5% | -6.9% | +4.4% | -1.0% |
| 3M | +6.2% | -24.6% | +30.8% | +12.7% |
| 6M | +15.8% | -39.5% | +55.4% | +29.0% |
| YTD | +16.0% | -41.1% | +57.1% | +29.7% |
| 1Y | +16.2% | -37.9% | +54.1% | +28.1% |
| 3Y | +86.4% | +0.8% | +85.6% | +79.1% |
| 5Y | +33.0% | -4.7% | +37.6% | +26.1% |
| All | +33.0% | -2.9% | +35.8% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling