+33.1%
KRE vs DBX
+8.4%
+24.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -1.4% | -1.8% | +0.4% | -0.9% |
| 30D | -3.9% | +2.8% | -6.8% | -4.9% |
| 3M | +3.6% | +26.8% | -23.1% | -3.7% |
| 6M | +15.4% | +32.8% | -17.4% | +4.6% |
| YTD | +15.2% | +26.1% | -10.9% | +6.1% |
| 1Y | +16.5% | +14.1% | +2.3% | +10.3% |
| 3Y | +85.2% | +25.7% | +59.4% | +63.3% |
| 5Y | +33.1% | +11.2% | +21.9% | +10.5% |
| All | +33.1% | +8.4% | +24.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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