+36.3%
DIS vs KRE
+98.5%
-62.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +4.4% | +0.3% | +4.1% | +4.3% |
| 30D | +10.3% | +5.9% | +4.4% | +7.4% |
| 3M | +15.5% | -3.3% | +18.9% | +17.3% |
| 6M | +11.2% | +5.8% | +5.4% | +7.8% |
| YTD | +5.6% | +14.7% | -9.2% | -1.8% |
| 1Y | +7.7% | +22.0% | -14.3% | -2.7% |
| 3Y | +39.3% | +91.6% | -52.3% | -2.1% |
| 5Y | -29.5% | +13.0% | -42.5% | -36.6% |
| 10Y | +36.3% | +94.0% | -57.7% | -11.8% |
| All | +36.3% | +98.5% | -62.3% | -11.8% |
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