+33.0%
KRE vs DAR
-8.5%
+41.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.1% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | -2.5% | +13.0% | -15.5% | -6.2% |
| 3M | +6.2% | +15.0% | -8.8% | +1.3% |
| 6M | +15.8% | +26.8% | -11.0% | +6.4% |
| YTD | +16.0% | +86.4% | -70.4% | -5.7% |
| 1Y | +16.2% | +115.1% | -98.9% | -10.7% |
| 3Y | +86.4% | +14.6% | +71.8% | +71.5% |
| 5Y | +33.0% | -8.8% | +41.7% | +29.3% |
| All | +33.0% | -8.5% | +41.5% | +29.3% |
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