+152.5%
KRE vs ROST
+4,002.2%
-3,849.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -2.5% | -10.2% | +7.7% | +2.9% |
| 3M | +6.2% | +1.0% | +5.2% | +4.9% |
| 6M | +15.8% | +8.7% | +7.1% | +9.5% |
| YTD | +16.0% | +27.8% | -11.8% | +0.3% |
| 1Y | +16.2% | +52.7% | -36.5% | -8.8% |
| 3Y | +86.4% | +97.5% | -11.1% | +24.7% |
| 5Y | +33.0% | +111.6% | -78.6% | -18.5% |
| 10Y | +123.0% | +302.2% | -179.2% | -9.5% |
| All | +152.5% | +4,002.2% | -3,849.7% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling