+11.4%
KRE vs DD
+67.2%
-55.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +0.7% | +5.0% | -4.2% | -1.8% |
| 30D | +6.1% | +19.7% | -13.6% | -3.7% |
| 3M | -5.9% | +7.2% | -13.1% | -9.7% |
| 6M | +9.6% | +1.0% | +8.6% | +7.9% |
| YTD | +14.2% | +29.1% | -14.9% | -3.1% |
| 1Y | +22.5% | +28.5% | -6.0% | +4.1% |
| 3Y | +90.4% | +89.4% | +0.9% | +23.2% |
| All | +11.4% | +67.2% | -55.8% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling