+90.4%
KRE vs D
+73.4%
+17.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.7% | -1.4% | +2.1% | +1.1% |
| 30D | +6.1% | +7.7% | -1.6% | +3.9% |
| 3M | -5.9% | -0.3% | -5.6% | -6.0% |
| 6M | +9.6% | +10.1% | -0.5% | +6.5% |
| YTD | +14.2% | +19.1% | -4.9% | +8.4% |
| 1Y | +22.5% | +15.9% | +6.6% | +17.1% |
| 3Y | +90.4% | +75.0% | +15.4% | +47.3% |
| All | +90.4% | +73.4% | +17.0% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling