+33.1%
KRE vs ROST
+107.5%
-74.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.4% | -2.5% | +1.1% | -0.5% |
| 30D | -3.9% | -10.3% | +6.4% | -0.1% |
| 3M | +3.6% | -2.6% | +6.2% | +4.2% |
| 6M | +15.4% | +6.5% | +8.8% | +11.7% |
| YTD | +15.2% | +25.9% | -10.7% | +4.3% |
| 1Y | +16.5% | +52.3% | -35.9% | -2.1% |
| 3Y | +85.2% | +94.6% | -9.4% | +39.2% |
| 5Y | +33.1% | +111.1% | -78.0% | -4.2% |
| All | +33.1% | +107.5% | -74.4% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling