+86.4%
KRE vs ROP
-18.5%
+104.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.2% |
| 7D | +2.3% | -5.4% | +7.7% | +4.5% |
| 30D | -2.5% | -1.6% | -0.9% | -2.0% |
| 3M | +6.2% | +18.8% | -12.6% | -2.2% |
| 6M | +15.8% | +8.2% | +7.6% | +11.2% |
| YTD | +16.0% | -10.5% | +26.5% | +24.0% |
| 1Y | +16.2% | -23.7% | +39.9% | +38.1% |
| 3Y | +86.4% | -17.9% | +104.3% | +103.1% |
| All | +86.4% | -18.5% | +104.9% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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