+121.9%
KRE vs TROW
+130.0%
-8.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | -1.8% | -3.2% | +1.4% | +0.3% |
| 30D | -4.5% | -4.6% | +0.1% | -1.6% |
| 3M | +2.7% | -0.7% | +3.4% | +2.3% |
| 6M | +16.9% | +22.2% | -5.4% | +1.0% |
| YTD | +15.4% | +6.6% | +8.7% | +8.7% |
| 1Y | +16.1% | +5.8% | +10.3% | +9.8% |
| 3Y | +85.7% | +11.6% | +74.1% | +68.4% |
| 5Y | +33.3% | -38.9% | +72.2% | +75.8% |
| All | +121.9% | +130.0% | -8.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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