+153.3%
KRE vs DECK
+4,264.6%
-4,111.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.3% | 0.0% |
| 7D | +2.8% | +10.4% | -7.6% | -0.2% |
| 30D | +5.3% | +11.1% | -5.8% | +1.9% |
| 3M | -4.2% | -10.8% | +6.6% | -1.4% |
| 6M | +8.7% | -8.7% | +17.4% | +10.6% |
| YTD | +16.4% | -14.0% | +30.4% | +19.3% |
| 1Y | +26.9% | +12.0% | +14.8% | +19.9% |
| 3Y | +84.3% | -10.5% | +94.8% | +74.3% |
| 5Y | +15.2% | +28.5% | -13.3% | -6.4% |
| 10Y | +121.5% | +923.3% | -801.8% | -9.6% |
| All | +153.3% | +4,264.6% | -4,111.2% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling