+32.4%
KRE vs ROP
-15.3%
+47.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | 0.0% |
| 7D | +2.3% | -5.4% | +7.7% | +4.8% |
| 30D | -2.5% | -1.6% | -0.9% | -2.0% |
| 3M | +6.2% | +18.8% | -12.6% | -2.8% |
| 6M | +15.8% | +8.2% | +7.6% | +10.5% |
| YTD | +16.0% | -10.5% | +26.5% | +21.9% |
| 1Y | +16.2% | -23.7% | +39.9% | +33.8% |
| 3Y | +86.4% | -17.9% | +104.3% | +106.1% |
| All | +32.4% | -15.3% | +47.7% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling