+121.9%
KRE vs ROST
+317.9%
-195.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -1.0% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -4.5% | -6.9% | +2.4% | -1.3% |
| 3M | +2.7% | -3.3% | +6.1% | +3.8% |
| 6M | +16.9% | +9.0% | +7.8% | +10.7% |
| YTD | +15.4% | +28.9% | -13.5% | +0.2% |
| 1Y | +16.1% | +54.0% | -37.9% | -8.0% |
| 3Y | +85.7% | +100.7% | -15.0% | +25.9% |
| 5Y | +33.3% | +116.0% | -82.8% | -16.6% |
| All | +121.9% | +317.9% | -195.9% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling