+646.7%
DIA vs KRE
+151.4%
+495.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.6% |
| 7D | +0.1% | +2.3% | -2.3% | -0.9% |
| 30D | -2.1% | -2.5% | +0.4% | -1.1% |
| 3M | +4.2% | +6.2% | -2.1% | +1.5% |
| 6M | +11.9% | +15.8% | -3.9% | +5.1% |
| YTD | +10.8% | +16.0% | -5.2% | +3.8% |
| 1Y | +17.5% | +16.2% | +1.3% | +9.6% |
| 3Y | +59.9% | +86.4% | -26.5% | +19.3% |
| 5Y | +64.1% | +33.0% | +31.2% | +37.2% |
| 10Y | +246.2% | +123.0% | +123.2% | +115.0% |
| All | +646.7% | +151.4% | +495.3% | +290.6% |
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