+34.8%
DIS vs KRE
+88.8%
-54.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | -2.6% | +1.3% | -3.9% | -3.1% |
| 30D | +3.5% | -2.7% | +6.2% | +4.5% |
| 3M | +6.8% | +8.2% | -1.4% | +3.4% |
| 6M | +3.0% | +12.8% | -9.8% | -2.0% |
| YTD | -6.7% | +17.5% | -24.2% | -12.8% |
| 1Y | -10.1% | +16.6% | -26.7% | -15.9% |
| All | +34.8% | +88.8% | -54.0% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling