+11.5%
KRE vs DAR
-29.6%
+41.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | +0.3% | +9.2% | -8.9% | -2.2% |
| 30D | +5.0% | -12.3% | +17.3% | +8.6% |
| 3M | -5.7% | -12.7% | +7.0% | -2.7% |
| 6M | +7.5% | -12.8% | +20.3% | +10.4% |
| YTD | +13.8% | +53.8% | -39.9% | -2.7% |
| 1Y | +20.7% | +60.3% | -39.6% | +1.5% |
| 3Y | +90.1% | +31.7% | +58.4% | +63.2% |
| 5Y | +11.5% | -27.7% | +39.3% | +20.3% |
| All | +11.5% | -29.6% | +41.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling