-10.3%
DIS vs KRE
+16.1%
-26.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.2% |
| 7D | -1.1% | +2.3% | -3.4% | -1.9% |
| 30D | +0.1% | -2.5% | +2.6% | +1.0% |
| 3M | +7.1% | +6.2% | +0.8% | +4.3% |
| 6M | +4.3% | +15.8% | -11.6% | -1.6% |
| YTD | -6.9% | +16.0% | -22.9% | -12.5% |
| 1Y | -10.3% | +16.2% | -26.5% | -16.7% |
| All | -10.3% | +16.1% | -26.4% | -16.7% |
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