+11.8%
DIA vs KRE
+21.5%
-9.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.1% | +0.7% | +1.4% | +1.8% |
| 30D | +1.5% | +6.1% | -4.6% | -0.6% |
| 3M | -2.4% | -5.9% | +3.5% | -0.3% |
| 6M | +6.0% | +9.6% | -3.6% | +2.1% |
| YTD | +10.1% | +14.2% | -4.1% | +4.2% |
| 1Y | +11.8% | +22.5% | -10.7% | +3.5% |
| All | +11.8% | +21.5% | -9.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling