+149.6%
KRE vs DE
+2,422.3%
-2,272.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -1.1% | -3.0% | +2.0% | +0.6% |
| 30D | -3.4% | +11.1% | -14.5% | -9.2% |
| 3M | +3.7% | +17.6% | -13.9% | -6.0% |
| 6M | +14.8% | +13.6% | +1.2% | +5.2% |
| YTD | +14.7% | +46.3% | -31.6% | -9.6% |
| 1Y | +16.0% | +44.2% | -28.2% | -8.1% |
| 3Y | +84.3% | +76.6% | +7.7% | +27.8% |
| 5Y | +30.9% | +98.2% | -67.4% | -18.6% |
| 10Y | +122.0% | +863.5% | -741.6% | -44.1% |
| All | +149.6% | +2,422.3% | -2,272.7% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling