+203.8%
DHR vs KRE
+124.8%
+79.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -1.8% | -1.8% | -3.1% |
| 30D | -2.7% | -4.5% | +1.8% | -1.6% |
| 3M | +10.9% | +2.7% | +8.2% | +10.0% |
| 6M | +3.0% | +16.9% | -13.8% | -1.4% |
| YTD | -12.2% | +15.4% | -27.6% | -15.8% |
| 1Y | +3.3% | +16.1% | -12.8% | -1.3% |
| 3Y | -8.2% | +85.7% | -93.9% | -23.4% |
| 5Y | -29.9% | +33.3% | -63.2% | -37.1% |
| All | +203.8% | +124.8% | +79.0% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling