-3.6%
DDOG vs KRE
+11.4%
-15.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.9% | +0.7% | +2.1% | +2.5% |
| 30D | -31.6% | +6.1% | -37.8% | -33.9% |
| 3M | -27.0% | -5.9% | -21.1% | -25.0% |
| 6M | -10.3% | +9.6% | -19.9% | -15.2% |
| YTD | +35.4% | +14.2% | +21.2% | +24.1% |
| 1Y | -1.0% | +22.5% | -23.5% | -12.9% |
| 3Y | +76.7% | +90.4% | -13.7% | +14.0% |
| All | -3.6% | +11.4% | -15.0% | -0.8% |
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