+636.7%
DELL vs KRE
+84.1%
+552.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.5% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | +14.9% | -3.9% | +18.8% | +16.9% |
| 3M | +37.2% | +3.6% | +33.6% | +35.2% |
| 6M | +254.0% | +15.4% | +238.6% | +233.6% |
| YTD | +306.1% | +15.2% | +290.9% | +280.0% |
| 1Y | +312.3% | +16.5% | +295.8% | +282.6% |
| All | +636.7% | +84.1% | +552.6% | +570.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling