+61.7%
DDOG vs KRE
+30.8%
+30.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +3.2% | -1.4% | +4.7% | +3.9% |
| 30D | -10.2% | -3.9% | -6.2% | -8.4% |
| 3M | -2.6% | +3.6% | -6.2% | -4.4% |
| 6M | +80.1% | +15.4% | +64.8% | +65.9% |
| YTD | +63.0% | +15.2% | +47.8% | +49.8% |
| 1Y | +59.4% | +16.5% | +42.9% | +45.0% |
| 3Y | +127.0% | +85.2% | +41.9% | +52.1% |
| 5Y | +61.7% | +33.1% | +28.6% | +68.9% |
| All | +61.7% | +30.8% | +30.9% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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