+155.8%
KRE vs ROL
+1,778.4%
-1,622.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.3% | -1.4% | +2.7% | +2.1% |
| 30D | -2.7% | -4.1% | +1.4% | -0.6% |
| 3M | +8.2% | -22.5% | +30.7% | +23.1% |
| 6M | +12.8% | -37.7% | +50.5% | +44.1% |
| YTD | +17.5% | -39.6% | +57.1% | +51.6% |
| 1Y | +16.6% | -36.0% | +52.6% | +45.0% |
| 3Y | +79.5% | -5.1% | +84.6% | +72.1% |
| 5Y | +32.4% | -3.4% | +35.8% | +20.1% |
| 10Y | +124.1% | +215.2% | -91.1% | -17.4% |
| All | +155.8% | +1,778.4% | -1,622.7% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling