+11.8%
KRE vs ROL
+14.4%
-2.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.6% | +0.8% | -2.3% | -1.8% |
| 30D | +4.9% | +20.6% | -15.7% | +0.6% |
| 3M | -4.5% | +4.5% | -9.0% | -5.6% |
| 6M | +7.7% | -26.5% | +34.2% | +15.1% |
| YTD | +14.5% | -34.8% | +49.4% | +25.6% |
| 1Y | +21.5% | -33.2% | +54.7% | +32.5% |
| 3Y | +91.2% | +4.5% | +86.8% | +81.9% |
| 5Y | +11.8% | +15.5% | -3.8% | +3.2% |
| All | +11.8% | +14.4% | -2.7% | +3.2% |
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