+26.9%
KRE vs DFNS
-99.6%
+126.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -18.3% | +20.1% | +1.8% |
| 7D | +2.8% | -27.7% | +30.5% | +3.0% |
| 30D | +5.3% | -58.0% | +63.3% | +5.7% |
| 3M | -4.2% | -94.0% | +89.8% | -3.0% |
| 6M | +8.7% | -94.6% | +103.3% | +17.1% |
| YTD | +16.4% | -99.4% | +115.8% | +43.8% |
| 1Y | +26.9% | -99.6% | +126.5% | +60.3% |
| All | +26.9% | -99.6% | +126.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling