+16.5%
KRE vs DFNS
-98.2%
+114.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.4% |
| 3M | +3.6% | -71.4% | +75.0% | +6.6% |
| 6M | +15.4% | -93.8% | +109.2% | +24.8% |
| YTD | +15.2% | -98.0% | +113.3% | +29.2% |
| 1Y | +16.5% | -98.2% | +114.6% | +29.0% |
| All | +16.5% | -98.2% | +114.7% | +29.0% |
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