+121.9%
KRE vs DG
+101.8%
+20.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -1.8% | -6.5% | +4.7% | -0.8% |
| 30D | -4.5% | +4.2% | -8.7% | -5.2% |
| 3M | +2.7% | +9.5% | -6.8% | +1.0% |
| 6M | +16.9% | -13.1% | +30.0% | +18.9% |
| YTD | +15.4% | -4.8% | +20.2% | +15.5% |
| 1Y | +16.1% | +20.6% | -4.5% | +11.3% |
| 3Y | +85.7% | +4.9% | +80.8% | +77.6% |
| 5Y | +33.3% | -37.9% | +71.1% | +42.7% |
| All | +121.9% | +101.8% | +20.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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