+22.5%
KRE vs DFNS
-99.7%
+122.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.3% |
| 7D | +0.7% | -6.0% | +6.7% | +0.8% |
| 30D | +6.1% | -71.2% | +77.3% | +6.7% |
| 3M | -5.9% | -94.5% | +88.6% | -4.7% |
| 6M | +9.6% | -96.5% | +106.1% | +18.5% |
| YTD | +14.2% | -99.6% | +113.8% | +41.4% |
| 1Y | +22.5% | -99.7% | +122.2% | +52.6% |
| All | +22.5% | -99.7% | +122.2% | +52.6% |
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