+31.7%
KRE vs TROW
-39.3%
+71.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -1.8% | -3.2% | +1.4% | 0.0% |
| 30D | -4.5% | -4.6% | +0.1% | -1.9% |
| 3M | +2.7% | -0.7% | +3.4% | +2.3% |
| 6M | +16.9% | +22.2% | -5.4% | +2.8% |
| YTD | +15.4% | +6.6% | +8.7% | +9.5% |
| 1Y | +16.1% | +5.8% | +10.3% | +10.6% |
| 3Y | +85.7% | +11.6% | +74.1% | +70.8% |
| All | +31.7% | -39.3% | +71.0% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling