+57.6%
KRE vs DBX
+16.6%
+41.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.6% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | -2.5% | -2.9% | +0.4% | -2.0% |
| 3M | +6.2% | +23.8% | -17.6% | +0.3% |
| 6M | +15.8% | +26.2% | -10.4% | +7.8% |
| YTD | +16.0% | +21.6% | -5.6% | +8.9% |
| 1Y | +16.2% | +11.4% | +4.7% | +11.2% |
| 3Y | +86.4% | +21.3% | +65.1% | +70.7% |
| 5Y | +33.0% | +6.7% | +26.3% | +22.0% |
| All | +57.6% | +16.6% | +41.1% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling