+123.0%
KRE vs D
+35.9%
+87.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +2.3% | +0.8% | +1.6% | +2.0% |
| 30D | -2.5% | -0.7% | -1.7% | -2.2% |
| 3M | +6.2% | +2.1% | +4.1% | +5.3% |
| 6M | +15.8% | +6.8% | +9.0% | +12.4% |
| YTD | +16.0% | +16.5% | -0.5% | +8.6% |
| 1Y | +16.2% | +19.2% | -3.0% | +7.5% |
| 3Y | +86.4% | +61.9% | +24.5% | +48.5% |
| 5Y | +33.0% | +6.5% | +26.4% | +24.7% |
| 10Y | +123.0% | +35.3% | +87.7% | +111.8% |
| All | +123.0% | +35.9% | +87.1% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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