+109.7%
KRE vs DECK
+874.1%
-764.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +0.3% | +5.8% | -5.5% | -1.4% |
| 30D | +4.8% | +7.9% | -3.1% | +2.3% |
| 3M | -5.1% | -11.4% | +6.3% | -2.0% |
| 6M | +3.3% | -16.6% | +19.9% | +8.0% |
| YTD | +13.3% | -16.4% | +29.7% | +17.1% |
| 1Y | +22.9% | +8.6% | +14.2% | +17.0% |
| 3Y | +82.1% | -15.1% | +97.2% | +72.3% |
| 5Y | +11.0% | +22.9% | -11.8% | -11.7% |
| All | +109.7% | +874.1% | -764.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling