+84.6%
KRE vs DD
+42.2%
+42.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.1% |
| 7D | -1.1% | -3.8% | +2.7% | +0.5% |
| 30D | -3.4% | -9.2% | +5.8% | +0.5% |
| 3M | +3.7% | -9.0% | +12.7% | +7.4% |
| 6M | +14.8% | -5.0% | +19.7% | +15.9% |
| YTD | +14.7% | +7.4% | +7.3% | +8.8% |
| 1Y | +16.0% | +35.1% | -19.1% | -1.8% |
| All | +84.6% | +42.2% | +42.4% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling