+121.9%
KRE vs DD
+66.6%
+55.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -1.8% | -3.5% | +1.7% | +0.3% |
| 30D | -4.5% | -11.7% | +7.2% | +2.7% |
| 3M | +2.7% | -9.2% | +12.0% | +8.3% |
| 6M | +16.9% | -7.2% | +24.0% | +20.2% |
| YTD | +15.4% | +6.6% | +8.8% | +8.1% |
| 1Y | +16.1% | +32.0% | -15.9% | -5.5% |
| 3Y | +85.7% | +42.1% | +43.6% | +39.0% |
| 5Y | +33.3% | +58.1% | -24.8% | -8.5% |
| All | +121.9% | +66.6% | +55.3% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling