+30.9%
KRE vs DFNS
-99.9%
+130.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -1.2% |
| 7D | -1.1% | +4.6% | -5.7% | -1.1% |
| 30D | -3.4% | -73.9% | +70.5% | -3.7% |
| 3M | +3.7% | -71.7% | +75.4% | +4.3% |
| 6M | +14.8% | -94.6% | +109.3% | +14.9% |
| YTD | +14.7% | -98.1% | +112.7% | +14.4% |
| 1Y | +16.0% | -98.3% | +114.3% | +15.8% |
| 3Y | +84.3% | -99.9% | +184.1% | +83.3% |
| 5Y | +30.9% | -99.9% | +130.7% | +49.8% |
| All | +30.9% | -99.9% | +130.7% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling