+31.7%
KRE vs DE
+97.2%
-65.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -1.8% | -2.6% | +0.7% | -0.8% |
| 30D | -4.5% | +9.0% | -13.5% | -8.1% |
| 3M | +2.7% | +19.1% | -16.4% | -5.1% |
| 6M | +16.9% | +14.4% | +2.5% | +9.3% |
| YTD | +15.4% | +45.9% | -30.6% | -4.2% |
| 1Y | +16.1% | +43.6% | -27.5% | -3.2% |
| 3Y | +85.7% | +75.9% | +9.8% | +38.7% |
| All | +31.7% | +97.2% | -65.5% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling