+147.8%
KRE vs DAR
+1,135.7%
-987.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.4% |
| 7D | +0.3% | +9.2% | -8.9% | -2.9% |
| 30D | +5.0% | -12.3% | +17.3% | +9.6% |
| 3M | -5.7% | -12.7% | +7.0% | -1.9% |
| 6M | +7.5% | -12.8% | +20.3% | +11.1% |
| YTD | +13.8% | +53.8% | -39.9% | -5.0% |
| 1Y | +20.7% | +60.3% | -39.6% | -1.1% |
| 3Y | +90.1% | +31.7% | +58.4% | +58.5% |
| 5Y | +11.5% | -27.7% | +39.3% | +12.0% |
| 10Y | +88.2% | +309.8% | -221.5% | -3.4% |
| All | +147.8% | +1,135.7% | -987.9% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling