+31.9%
DIS vs KRE
+86.5%
-54.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.5% |
| 30D | +9.2% | +6.1% | +3.0% | +6.1% |
| 3M | +13.5% | -5.9% | +19.4% | +16.7% |
| 6M | +14.3% | +9.6% | +4.7% | +9.0% |
| YTD | +5.4% | +14.2% | -8.8% | -1.8% |
| 1Y | +12.2% | +22.5% | -10.4% | +1.0% |
| 3Y | +37.2% | +90.4% | -53.2% | -3.3% |
| 5Y | -23.1% | +11.9% | -35.0% | -30.4% |
| All | +31.9% | +86.5% | -54.7% | -13.8% |
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