+401.2%
DIS vs KRE
+145.6%
+255.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +5.2% | +0.3% | +5.0% | +5.1% |
| 30D | +11.5% | +4.8% | +6.7% | +8.9% |
| 3M | +11.5% | -5.1% | +16.6% | +14.3% |
| 6M | +8.9% | +3.3% | +5.6% | +6.8% |
| YTD | +3.4% | +13.3% | -9.9% | -3.4% |
| 1Y | +7.2% | +22.9% | -15.7% | -3.8% |
| 3Y | +43.3% | +82.1% | -38.8% | +2.5% |
| 5Y | -31.4% | +11.0% | -42.5% | -38.5% |
| 10Y | +37.1% | +115.7% | -78.7% | -18.8% |
| All | +401.2% | +145.6% | +255.6% | +143.4% |
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