+26.9%
KRE vs DE
+49.6%
-22.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +2.8% | +5.6% | -2.8% | +1.6% |
| 30D | +5.3% | -0.8% | +6.1% | +5.4% |
| 3M | -4.2% | +9.8% | -14.1% | -6.3% |
| 6M | +8.7% | +17.5% | -8.9% | +4.3% |
| YTD | +16.4% | +46.5% | -30.1% | +1.7% |
| 1Y | +26.9% | +46.1% | -19.2% | +10.7% |
| All | +26.9% | +49.6% | -22.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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