+143.3%
KRE vs DAL
+368.9%
-225.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.9% |
| 7D | +0.3% | +8.8% | -8.5% | -2.8% |
| 30D | +4.8% | +5.4% | -0.6% | +2.6% |
| 3M | -5.1% | -4.9% | -0.1% | -3.7% |
| 6M | +3.3% | +19.8% | -16.6% | -4.2% |
| YTD | +13.3% | +27.0% | -13.6% | +2.2% |
| 1Y | +22.9% | +52.5% | -29.6% | +3.5% |
| 3Y | +82.1% | +173.8% | -91.8% | +20.0% |
| 5Y | +11.0% | +104.5% | -93.5% | -20.8% |
| 10Y | +115.7% | +129.7% | -14.0% | +39.2% |
| All | +143.3% | +368.9% | -225.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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