+33.0%
KRE vs DECK
+25.5%
+7.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.2% |
| 7D | +1.3% | -2.2% | +3.5% | +1.8% |
| 30D | -2.7% | -13.6% | +10.9% | +0.5% |
| 3M | +8.2% | -21.2% | +29.4% | +13.9% |
| 6M | +12.8% | -21.1% | +33.9% | +18.4% |
| YTD | +17.5% | -17.2% | +34.7% | +21.2% |
| 1Y | +16.6% | -30.7% | +47.3% | +24.6% |
| 3Y | +79.5% | -3.4% | +82.8% | +64.8% |
| All | +33.0% | +25.5% | +7.4% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling