+10.9%
KRE vs D
+12.5%
-1.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +0.3% | +3.0% | -2.7% | -0.7% |
| 30D | +4.8% | +11.5% | -6.7% | +1.0% |
| 3M | -5.1% | +3.7% | -8.8% | -6.3% |
| 6M | +3.3% | +13.5% | -10.3% | -1.3% |
| YTD | +13.3% | +20.7% | -7.4% | +5.8% |
| 1Y | +22.9% | +18.2% | +4.6% | +15.4% |
| 3Y | +82.1% | +73.3% | +8.8% | +44.6% |
| All | +10.9% | +12.5% | -1.6% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling