+11.5%
KRE vs ROP
+2.3%
+9.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.4% |
| 30D | +5.0% | +29.7% | -24.7% | -6.5% |
| 3M | -5.7% | +21.2% | -27.0% | -13.8% |
| 6M | +7.5% | +48.3% | -40.7% | -11.5% |
| YTD | +13.8% | +8.4% | +5.5% | +9.8% |
| 1Y | +20.7% | +6.0% | +14.7% | +18.0% |
| 3Y | +90.1% | -5.6% | +95.7% | +98.5% |
| 5Y | +11.5% | +1.3% | +10.3% | +7.8% |
| All | +11.5% | +2.3% | +9.2% | +7.8% |
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