+151.0%
KRE vs D
+334.6%
-183.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.0% |
| 7D | -0.4% | +0.8% | -1.1% | -0.8% |
| 30D | +6.4% | +10.7% | -4.3% | +0.6% |
| 3M | -3.1% | +2.3% | -5.4% | -4.5% |
| 6M | +6.4% | +12.5% | -6.1% | -0.9% |
| YTD | +15.3% | +20.1% | -4.8% | +3.2% |
| 1Y | +23.3% | +15.6% | +7.7% | +12.4% |
| 3Y | +93.6% | +75.2% | +18.5% | +35.1% |
| 5Y | +13.2% | +14.6% | -1.4% | -1.1% |
| 10Y | +103.1% | +43.8% | +59.4% | +41.8% |
| All | +151.0% | +334.6% | -183.5% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling