+16.6%
KRE vs DD
+41.5%
-24.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +1.3% | -3.5% | +4.8% | +2.3% |
| 30D | -2.7% | -10.3% | +7.6% | +0.1% |
| 3M | +8.2% | -7.5% | +15.7% | +10.3% |
| 6M | +12.8% | -8.0% | +20.8% | +14.6% |
| YTD | +17.5% | +10.5% | +7.0% | +11.9% |
| 1Y | +16.6% | +38.3% | -21.7% | +2.4% |
| All | +16.6% | +41.5% | -24.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling