+4,770.1%
DELL vs KRE
+132.1%
+4,638.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.4% |
| 7D | +25.6% | +2.3% | +23.3% | +24.5% |
| 30D | +17.7% | -2.5% | +20.1% | +19.2% |
| 3M | +33.4% | +6.2% | +27.2% | +29.8% |
| 6M | +266.2% | +15.8% | +250.4% | +242.6% |
| YTD | +328.0% | +16.0% | +312.0% | +297.9% |
| 1Y | +339.6% | +16.2% | +323.4% | +307.0% |
| 3Y | +694.6% | +86.4% | +608.2% | +488.7% |
| 5Y | +1,122.0% | +33.0% | +1,089.0% | +945.1% |
| 10Y | +4,062.5% | +123.0% | +3,939.5% | +2,832.4% |
| All | +4,770.1% | +132.1% | +4,638.0% | +3,332.4% |
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