+33.1%
KRE vs DD
+57.4%
-24.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -1.4% | -2.9% | +1.5% | +0.1% |
| 30D | -3.9% | -11.5% | +7.6% | +2.2% |
| 3M | +3.6% | -5.4% | +9.0% | +6.1% |
| 6M | +15.4% | -6.9% | +22.3% | +18.1% |
| YTD | +15.2% | +6.9% | +8.3% | +8.4% |
| 1Y | +16.5% | +35.6% | -19.2% | -5.0% |
| 3Y | +85.2% | +42.5% | +42.6% | +42.1% |
| 5Y | +33.1% | +58.5% | -25.4% | -3.7% |
| All | +33.1% | +57.4% | -24.3% | -3.7% |
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