+50.5%
DRAM vs KRE
+14.7%
+35.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +6.4% |
| 7D | -9.8% | -0.4% | -9.4% | -9.7% |
| 30D | -26.9% | +6.4% | -33.4% | -25.7% |
| 3M | -17.4% | -3.1% | -14.4% | -17.1% |
| 6M | -20.9% | +6.4% | -27.2% | -18.7% |
| All | +50.5% | +14.7% | +35.8% | +49.2% |
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