+130.5%
KRE vs DFNS
-99.9%
+230.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.5% |
| 7D | -1.4% | -3.3% | +1.9% | -1.4% |
| 30D | -3.9% | -73.1% | +69.2% | -4.2% |
| 3M | +3.6% | -71.4% | +75.0% | +4.2% |
| 6M | +15.4% | -93.8% | +109.2% | +15.5% |
| YTD | +15.2% | -98.0% | +113.3% | +15.0% |
| 1Y | +16.5% | -98.2% | +114.6% | +16.3% |
| 3Y | +85.2% | -99.9% | +185.0% | +86.7% |
| 5Y | +33.1% | -99.9% | +133.0% | +28.8% |
| All | +130.5% | -99.9% | +230.4% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling