+411.4%
DIS vs KRE
+149.9%
+261.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.2% |
| 7D | +5.3% | -0.4% | +5.7% | +5.5% |
| 30D | +10.2% | +6.4% | +3.8% | +6.9% |
| 3M | +13.5% | -3.1% | +16.6% | +15.2% |
| 6M | +11.1% | +6.4% | +4.7% | +7.4% |
| YTD | +5.5% | +15.3% | -9.8% | -2.3% |
| 1Y | +9.1% | +23.3% | -14.1% | -2.2% |
| 3Y | +36.0% | +93.6% | -57.6% | -5.5% |
| 5Y | -29.8% | +13.2% | -43.1% | -37.6% |
| 10Y | +36.6% | +103.1% | -66.5% | -16.5% |
| All | +411.4% | +149.9% | +261.5% | +146.3% |
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