+155.8%
KRE vs ROP
+974.9%
-819.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +3.0% |
| 7D | +1.3% | -4.4% | +5.7% | +4.4% |
| 30D | -2.7% | +3.2% | -5.9% | -5.2% |
| 3M | +8.2% | +23.1% | -14.9% | -7.7% |
| 6M | +12.8% | +13.3% | -0.5% | +1.0% |
| YTD | +17.5% | -7.9% | +25.3% | +20.2% |
| 1Y | +16.6% | -22.1% | +38.6% | +34.2% |
| 3Y | +79.5% | -16.8% | +96.3% | +95.3% |
| 5Y | +32.4% | -13.5% | +45.9% | +36.7% |
| 10Y | +124.1% | +137.7% | -13.5% | +4.0% |
| All | +155.8% | +974.9% | -819.2% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling