+641.6%
DIA vs KRE
+147.5%
+494.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -2.4% | -5.9% | +3.5% | 0.0% |
| 6M | +6.0% | +9.6% | -3.6% | +1.8% |
| YTD | +10.1% | +14.2% | -4.1% | +3.7% |
| 1Y | +11.8% | +22.5% | -10.7% | +2.2% |
| 3Y | +59.7% | +90.4% | -30.7% | +18.3% |
| 5Y | +57.9% | +11.9% | +46.0% | +42.2% |
| 10Y | +236.2% | +88.8% | +147.4% | +124.3% |
| All | +641.6% | +147.5% | +494.2% | +290.3% |
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 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