+121.9%
KRE vs DAR
+366.1%
-244.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -4.5% | +2.6% | -7.1% | -5.9% |
| 3M | +2.7% | +14.2% | -11.5% | -3.6% |
| 6M | +16.9% | +17.2% | -0.3% | +7.7% |
| YTD | +15.4% | +80.9% | -65.5% | -11.6% |
| 1Y | +16.1% | +104.0% | -87.9% | -16.6% |
| 3Y | +85.7% | +3.6% | +82.1% | +70.9% |
| 5Y | +33.3% | -7.8% | +41.1% | +21.7% |
| All | +121.9% | +366.1% | -244.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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