+467.1%
DDOG vs KRE
+69.1%
+398.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -10.1% | +1.3% | -11.5% | -10.5% |
| 30D | -24.8% | -2.7% | -22.1% | -24.1% |
| 3M | -12.6% | +8.2% | -20.8% | -14.7% |
| 6M | +79.9% | +12.8% | +67.1% | +72.6% |
| YTD | +56.6% | +17.5% | +39.1% | +48.2% |
| 1Y | +61.6% | +16.6% | +45.0% | +53.0% |
| 3Y | +117.9% | +79.5% | +38.4% | +79.3% |
| 5Y | +54.2% | +32.4% | +21.8% | +39.9% |
| All | +467.1% | +69.1% | +398.0% | +376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling